2022
DOI: 10.11611/yead.906811
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Türki̇ye’de Enflasyon Ve Dövi̇z Kuru İli̇şki̇si̇: Sakli Eşbütünleşme Yaklaşimi

Abstract: Bu çalışmanın diğer çalışmalardan farkı geleneksel eşbütünleşme testi ile ortaya çıkmayan bir ilişkiyi daha güncel bir teknik olan Saklı Eşbütünleşme testi ile ortaya koymaktır. Bunu yaparken döviz kuru (kur) ile tüketici fiyat endeksi (tüfe) kullanılarak, Türkiye ekonomisine ait 2006:M-2021:M1 dönemi aylık verilerinden yararlanılmaktadır. Serilerin durağanlık derecelerinin belirlenmesi amacıyla geleneksel ADF ile Phillips-Perron durağanlık testlerinin yanında güncel bir teknik olan Fourier ADF durağanlık tes… Show more

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Cited by 3 publications
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“…In response to this augmented objective, various developed nations equipped their central banks with supplementary tools. An illustrative example is the establishment of the Financial Policies Committee within the Bank of England in 2013, empowered to regulate capital provisioning and debt ratios within the financial system and corporate sector (Ozbek, 2022). However, several developing nations did not embrace this new policy tool in support of the added target of financial stability (Ozatay, 2011;Gurkaynak et al, 2015).…”
Section: Introductionmentioning
confidence: 99%
“…In response to this augmented objective, various developed nations equipped their central banks with supplementary tools. An illustrative example is the establishment of the Financial Policies Committee within the Bank of England in 2013, empowered to regulate capital provisioning and debt ratios within the financial system and corporate sector (Ozbek, 2022). However, several developing nations did not embrace this new policy tool in support of the added target of financial stability (Ozatay, 2011;Gurkaynak et al, 2015).…”
Section: Introductionmentioning
confidence: 99%