REEL DÖVİZ KURU SAPMASI: TÜRKİYE ÖRNEĞİ

Cilt: 5 Sayı: 1 31 Ocak 2013
  • Taner Taş
  • Doğan Uysal
Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi Kapak
Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
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REAL EXCHANGE RATE MISALIGNMENT: THE CASE OF TURKEY

Abstract

The aim of this study is to try predicting the long-term real exchange rate of Turkey, through fundamental macroeconomic variables, benefiting from Engle-Granger and Johansen co-integration methodology. In this study, covering the period 2003:1 and 2013:2 using quarterly data obtained from the co-integration relationship, the ratio of public expenditure to gross domestic product, the ratio of the sum of exports and imports to gross domestic product and the external terms of trade, in the long-term real exchange rate movements are understood to be descriptive. In the result, analyze the results obtained with the exchange rate of exchange that occurs between the misalignment data were examined, based on work in the period following the misalignment of the process is quite volatile, generally from 8% - 11% was found to occur between.

Keywords

Kaynakça

  1. Alper, C. Emre ve Sağlam, İsmail (1999). The Equilibrium Real Exchange Rate: Evidence form Turkey. MPRA Paper No:1924.
  2. Balassa, Bela (1964). The Purchasing Power Parity Doctrine: A Reappraisal. Journal of Political Economy, Vol.72 (6), s.584-596.
  3. Başkaya, Y. Soner (2001). Real Exchange Rates and Fundamentals: The Turkish Evidence. Yüksek Lisans Tezi, ODTÜ Ankara.
  4. Cady, John (2003). The Equilibrium Real Exchange Rate of the Malagasy Franc: Estimation and Assessment. IMF Working Paper, WP/03/28 2003.
  5. Civcir, İrfan (2003). Before The Fall Was The Turkish Lira Overvalued? Forthcoming in Eastern Europen Economics.
  6. Civcir, İrfan (2003). The Long-Run Validity of Monetary Exchange Rate Model for High Inflation Country and Misalignment: The Case of Turkey. Forthcoming in Russian and East Europen Finance and Trade.
  7. Dinçer, Nazire N. (2005). Döviz Kuru Dalgalanmalarının Asimetrik Etkileri: Türkiye Örneği. DPT Uzmanlık Tezleri, No.2682.
  8. Duygulu Aylin Abuk (1998). Döviz Kuru İstikrarının Ekonomik İstikrar Açısından Değerlendirilmesi. D.E.Ü İ.İ.B.F Dergisi Cilt:13 Sayı:1, s.107-118.

Ayrıntılar

Birincil Dil

Türkçe

Konular

-

Bölüm

-

Yazarlar

Taner Taş
CELÂL BAYAR ÜNİVERSİTESİ, İŞLETME FAKÜLTESİ, EKONOMİ VE FİNANS BÖLÜMÜ

Doğan Uysal
CELÂL BAYAR ÜNİVERSİTESİ, İŞLETME FAKÜLTESİ, EKONOMİ VE FİNANS BÖLÜMÜ

Yayımlanma Tarihi

31 Ocak 2013

Gönderilme Tarihi

14 Temmuz 2016

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2013 Cilt: 5 Sayı: 1

IZ

https://izlik.org/JA86CB34YC

Kaynak Göster

RIS / Bibtex
APA
Taş, T., & Uysal, D. (2013). REEL DÖVİZ KURU SAPMASI: TÜRKİYE ÖRNEĞİ. Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 5(1), 41-63. https://izlik.org/JA86CB34YC