Stasis in the examination of structural breaks in time series analysis and a practice

In order to get correct results for relations among variables, it is needed to analyse the satationarity of the variables in time series. A lot of test strategies is presented by economists to analyse the stationarity. If there is abreak in time series used and unit root is done without considering this break, then it is seen that ther is a strong bias of the series not to be stationary.In this study, it is investigated unit root test which developed in the presence of structure breaks such as Dickey Fuller, Perron (1989), Zivot and Andrews (1992) and Perron (1997).The stationaty was analyzed on the price of Turkish Republic Gold by using this tecniques. It is determined that obtained reliable results when considering the structural break.Key Words: Stationarity, unit root , structural break.