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Türkiye''de Döviz Kuru Dinamikleri: 1987-2004

Author

Listed:
  • Mehmet ORHAN

    (Teksas Üniversitesi)

  • Sami KEŞKEK

    (Fatih Üniversitesi)

Abstract

Bu makalede, döviz kurlarının belirlenmesinde Satın-Alma Gücü Paritesi, Örtülü Olmayan Faiz Parite’si ve Parasalcı Model ampirik olarak incelenmiştir. Türkiye için 1987-2004 aralığını kapsayan veriler kullanılmıştır. Çalışma, Satın-Alma Gücü Paritesi denklemindeki temel göstergeler arasında uzun vadeli kararlı bir ilişkinin varlığını göstermiştir. Parasalcı Model’in uygulanabilmesi için faiz oranı farklılıklarının döviz kuru üzerindeki etkileri araştırılmış ve üretim farklılıkları ve para farklılıkları gibi bazı diğer değişkenler de araştırmaya dahil edilmiştir.

Suggested Citation

  • Mehmet ORHAN & Sami KEŞKEK, 2005. "Türkiye''de Döviz Kuru Dinamikleri: 1987-2004," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 20(237), pages 92-111.
    • Handle: RePEc:iif:iifjrn:v:20:y:2005:i:237:p:92-111
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    More about this item

    Keywords

    döviz kuru; satın-alma gücü paritesi; örtülü olmayan faiz paritesi; parasalcı model; faiz oranı; türkiye ekonomisi;
    All these keywords.

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General

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