Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi

Mike, Faruk; KIZILKAYA, Oktay

Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi

OKTAY KIZILKAYA, (Hakkari Üniversitesi, İktisat Bölümü, Hakkari, Türkiye)

Faruk MİKE (Hakkari Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü, Hakkari, Türkiye)

Journal of Yasar University

2 1

Yıl: 2019 Cilt: 14 Sayı: 53 Sayfa Aralığı: 21 - 30 Metin Dili: Türkçe İndeks Tarihi: 20-05-2020

Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi

Öz:

Bu çalışma, satınalma gücü paritesinin uzun dönemli geçerliliğini, reel döviz kurlarına yönelik Fourier durağanlık analizi ile test etmeyi amaçlamaktadır. Fourier yaklaşımı ile yapısal kırılmalar, kademeli (gradual) ve yumuşak (smooth) bir süreç olarak modellenmiştir. Dünya Bankasıülke sınıflandırılmasından hareket edilerek, yüksek gelir grubu 23, üst-orta gelir grubu 30, düşük-orta gelir grubu 30 ve düşük gelir grubu 9 ülke olmak üzere, toplam 92 ülke için 1995:1-2017:2 dönemi çeyreklik veriler kullanılarak analizler gerçekleştirilmiştir. Elde edilen bulgular 8 yüksekgelirli ülke, 5 üst-orta gelirli ülke, 8 düşük-orta gelirli ülke ve 3 düşük gelirli ülke için satınalma gücü paritesinin geçerli olduğunu göstermektedir.

Anahtar Kelime:

Konular: İşletme İktisat

Testing Real Exchange Rates with Fourier Stationarity Analysis

Öz:

This study aims to test the long-run validity of the purchasing power parity with the Fourier stationarity analysis for real exchange rates. With Fourier approach, structural breaks are modelled as a gradual and smooth process. From the World Bank country classification, analyzes were applied for 92 countries, including 23 high income, 30 upper-middle income, 30 lower-middle income and 9 low income countries over the period 1995:1-2017:2 using quarterly data. The findings show that the purchasing power parity is valid for 8 high income countries, 5 upper middle income countries, 8 lower middle income countries and 3 low income countries.

Anahtar Kelime:

Konular: İşletme İktisat

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	KIZILKAYA O, Mike F (2019). Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. , 21 - 30.
Chicago	KIZILKAYA Oktay,Mike Faruk Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. (2019): 21 - 30.
MLA	KIZILKAYA Oktay,Mike Faruk Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. , 2019, ss.21 - 30.
AMA	KIZILKAYA O,Mike F Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. . 2019; 21 - 30.
Vancouver	KIZILKAYA O,Mike F Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. . 2019; 21 - 30.
IEEE	KIZILKAYA O,Mike F "Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi." , ss.21 - 30, 2019.
ISNAD	KIZILKAYA, Oktay - Mike, Faruk. "Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi". (2019), 21-30.

APA	KIZILKAYA O, Mike F (2019). Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. Journal of Yasar University, 14(53), 21 - 30.
Chicago	KIZILKAYA Oktay,Mike Faruk Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. Journal of Yasar University 14, no.53 (2019): 21 - 30.
MLA	KIZILKAYA Oktay,Mike Faruk Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. Journal of Yasar University, vol.14, no.53, 2019, ss.21 - 30.
AMA	KIZILKAYA O,Mike F Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. Journal of Yasar University. 2019; 14(53): 21 - 30.
Vancouver	KIZILKAYA O,Mike F Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. Journal of Yasar University. 2019; 14(53): 21 - 30.
IEEE	KIZILKAYA O,Mike F "Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi." Journal of Yasar University, 14, ss.21 - 30, 2019.
ISNAD	KIZILKAYA, Oktay - Mike, Faruk. "Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi". Journal of Yasar University 14/53 (2019), 21-30.