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Ithal Ham Petrol Fiyatlari ve Doviz Kuru Arasindaki Esbutunlesme ve Oynaklik Yayilma Etkisinin Incelenmesi: Turkiye Ornegi

Author

Listed:
  • Alper YILMAZ

    (Adnan Menderes Universitesi)

  • Huseyin ALTAY

    (Bilecik Seyh Edebali Universitesi)

Abstract

Bu calismanin amaci Turkiye’de doviz kurundaki hareketlerin ham petrol fiyatlarindan kisa ve uzun donemde nasil etkilendigini incelemektir. Bu kapsamda 1985-2015 donemine ait aylik ham petrol fiyatlari ve doviz kuru verileri kullanilmistir. Calismada oncelikle ARDL esbutunlesme yaklasimiyla seriler arasindaki uzun ve kisa donem iliskiler analiz edilmis ve seriler arasinda es butunlesme iliskisi tespit edilmistir. Ikinci adimdaki esbutunlesme uzun donem analizine gore ham petrol fiyatlarinin kur oynakligi uzerindeki etkisi negatif ve istatistiki olarak anlamli bulunmustur. Kisa donem analizinde, hata duzeltme teriminin katsayisi istatistiki acidan anlamli ve negatif oldugu gorulmustur. Dolayisiyla degiskenler arasinda ortaya cikan sapmalarin uzun donem denge duzeyine yakinsamakta oldugu soylenebilir. Calismada son olarak Varyansta nedensellik testi kullanilarak seriler arasindaki nedensellik iliskisi incelenmis ve ham petrol fiyatlarindan doviz kurlarina dogru bir oynaklik yayilma etkisinin varligi tespit edilmistir.

Suggested Citation

  • Alper YILMAZ & Huseyin ALTAY, 2016. "Ithal Ham Petrol Fiyatlari ve Doviz Kuru Arasindaki Esbutunlesme ve Oynaklik Yayilma Etkisinin Incelenmesi: Turkiye Ornegi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 16(4), pages 655-671.
    • Handle: RePEc:ege:journl:v:16:y2016:i:4:p:655-671
    DOI: 10.21121/eab.2016.477
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    References listed on IDEAS

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