If a certain shock influences the economic series; that is, if there is a structural break in the series, this situation may lead to the fact that the series deviate from its trend and/or mean. Thus, if data generating processes are stationary around breaking trend function, then ADF (Augmented Dickey-Fuller) tests, which are the most often used statistics, may be misleading. For this reason, models that are stationary around structural break developed by Perron(1989), Banarjee, Lumsdaine ve Stock (1992), Zivot ve Andrews (1992), Perron(1997) are also analyzed in addition to the ADF test.