KEMAL YILDIRIM
(Anadolu Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Eskişehir, Türkiy)
Mehmet MERCAN
(Hakkari Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Hakkari, Türkiye)
SULTAN FATİH KOSTAKOĞLU
(Anadolu Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Eskişehir, Türkiy)
Yıl: 2013Cilt: 8Sayı: 3ISSN: 1306-6730 / 1306-6293Sayfa Aralığı: 75 - 95Türkçe

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Satın Alma Gücü Paritesinin Geçerliliğinin Test Edilmesi: Zaman Serisi ve Panel Veri Analizi
Satın alma gücü paritesi ülkeler arasındaki döviz kuru ve fiyat düzeyi arasındaki ilişkiyi ele alan önemli bir yaklaşımdır. Bu bağlamda, eğer satın alma gücü paritesi geçerli ise ülkeler arasındaki fiyat düzeyinde meydana gelen değişimler, nominal döviz kurunda meydana gelecek deği- şimler tarafından dengelenecektir. Dolaysıyla reel döviz kuru sabit bir ortalama etrafında dalgalanacaktır. Bunun için, satın alma gücü paritesinin test edilmesi reel döviz kurunun birim kök özelliklerinin incelenmesi ile yapılabilir. Bu çalışmada, zaman serisi olarak Türkiye için reel döviz kuru serisi standart ve çoklu kırılmalı birim kök testleri ile sınanmış; panel veri olarak AB-27, AB-15, OECD ve G-8 ülkeleri için yatay kesit bağımlılığını dikkate alan CADF panel birim kök testleri ile sınama yapılmıştır. Elde edilen bulgu- lar, satın alma gücü paritesinin Türkiye ekonomi- si için geçerli olmadığını yönünde iken AB-27, AB-15, OECD ve G-8 ülkeleri için geçerli olduğu yönündedir.
Sosyal > İktisat
Sosyal > Uluslararası İlişkiler
Sosyal > İşletme
DergiAraştırma MakalesiErişime Açık
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