Research Article
BibTex RIS Cite

MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY

Year 1995, Volume: 13 , 41 - 64, 31.12.1995

Fatma Taşkın

Abstract

Makaleye ait öz bulunmamaktadır.

Keywords

monetary approach

References

  • Ahkings F.W. (1989) The Dollar/Pound Exchange Rate in the 1920s: An Empirical Investigation, - Southern Econornic Journal, 55, 924-934.
  • Baillie, RT. and Selover D.D. (1987) Cointegration and models of exchange rate determination, Journal of Finance, 3, 43-51.
  • Baysan, T. and Blitzer,C. (1991) Turkey in Liberalizing Foreign Trade, (Ed.) D. Papageogiou, M. Michaely and AM. Choksi, Vol.6 World Bank.
  • Boothe, P. and Giassman, D. (1987) Off the mark: Less for exchange late modelling, Oxford Economic Papers, 39, 443-457.
  • Dickey, M. R. and Fuller W.A.(1981) Likelihood Ratio Statistics for Autoregessive Time Series with a Unit Root, Economet- 49, 1057-1072.
  • Dornbusch. R. (1980) Exchange Rate Economics: Where Do We Stand? ,Brookings Papers on Economic Activity, IF 143-85.
  • (1976) Expectations and Exchange Rate Dynamics, Journal of Political Economy, 84 .1161-1176,
  • Engle, R.P. and Granger C.W.d.(1987) Co-integration and Error Correction: Representation, Estimation and Testing, Econometrica, 55, 251-276.
  • Finn, M.G. (1986), Forecasting the Exchange Rate: Monetary or Random Walk Phenomenon? , Journal of International Money and Finance, 5, 181-193.
  • Frenkel, J -A. (1976) A Monetary Approach to Exchange Rates: Doctrinal Aspects and Empirical Evidence. Scandinavian Journal of Economics, 78, 200-224.
  • Frankel, J. A. (1983) Monetary and Portfolio-Balance Models of Exchange Rate Determination, in Economic Interdependence and Flexible Exchange Rates. ed. Bhandari and Putnam, MIT Press pp. 84-115. Granger C.W.d. and Newbold P.(1986) Forecasting Economic Time Series.Academic Press, London. Gandolfo. G. , Padoan P.C.and Paladino G. (1990) Exhange Rate Deterrnination: Single-Equation or Economy-Wide Models?. Journal of Banking and Finance, 14, 965-992.
  • Hooper. P. , and Morton J.(1982) Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination. Journal Of International Money and Finance, I . 39-56.
  • Pindyck.Rl and Rubtnfeld D. (1991) Econometric Models and Economic Forecasts, New York, MéGraw-HiII Book Co.
  • Sheen, J. (1989) Modelling the Floating Australian dollar: Can the random walk be encompassed by a model using a permanent decomposition of money and output? , Journal of International Money and Finance, 8, 253-276.
  • Woo, W. (1985) The Monetary Approach to Exchange Rate Determination under Rational Expectations, Journal of International Economics, 18, 1 -16.
  • Central Bank of Turkev Annual Report, Various year. Ankara.
  • International Monetary Fund, International Financial Statistics, various years, IMF Washington, DC.

Year 1995, Volume: 13 , 41 - 64, 31.12.1995

Fatma Taşkın

Abstract

References

  • Ahkings F.W. (1989) The Dollar/Pound Exchange Rate in the 1920s: An Empirical Investigation, - Southern Econornic Journal, 55, 924-934.
  • Baillie, RT. and Selover D.D. (1987) Cointegration and models of exchange rate determination, Journal of Finance, 3, 43-51.
  • Baysan, T. and Blitzer,C. (1991) Turkey in Liberalizing Foreign Trade, (Ed.) D. Papageogiou, M. Michaely and AM. Choksi, Vol.6 World Bank.
  • Boothe, P. and Giassman, D. (1987) Off the mark: Less for exchange late modelling, Oxford Economic Papers, 39, 443-457.
  • Dickey, M. R. and Fuller W.A.(1981) Likelihood Ratio Statistics for Autoregessive Time Series with a Unit Root, Economet- 49, 1057-1072.
  • Dornbusch. R. (1980) Exchange Rate Economics: Where Do We Stand? ,Brookings Papers on Economic Activity, IF 143-85.
  • (1976) Expectations and Exchange Rate Dynamics, Journal of Political Economy, 84 .1161-1176,
  • Engle, R.P. and Granger C.W.d.(1987) Co-integration and Error Correction: Representation, Estimation and Testing, Econometrica, 55, 251-276.
  • Finn, M.G. (1986), Forecasting the Exchange Rate: Monetary or Random Walk Phenomenon? , Journal of International Money and Finance, 5, 181-193.
  • Frenkel, J -A. (1976) A Monetary Approach to Exchange Rates: Doctrinal Aspects and Empirical Evidence. Scandinavian Journal of Economics, 78, 200-224.
  • Frankel, J. A. (1983) Monetary and Portfolio-Balance Models of Exchange Rate Determination, in Economic Interdependence and Flexible Exchange Rates. ed. Bhandari and Putnam, MIT Press pp. 84-115. Granger C.W.d. and Newbold P.(1986) Forecasting Economic Time Series.Academic Press, London. Gandolfo. G. , Padoan P.C.and Paladino G. (1990) Exhange Rate Deterrnination: Single-Equation or Economy-Wide Models?. Journal of Banking and Finance, 14, 965-992.
  • Hooper. P. , and Morton J.(1982) Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination. Journal Of International Money and Finance, I . 39-56.
  • Pindyck.Rl and Rubtnfeld D. (1991) Econometric Models and Economic Forecasts, New York, MéGraw-HiII Book Co.
  • Sheen, J. (1989) Modelling the Floating Australian dollar: Can the random walk be encompassed by a model using a permanent decomposition of money and output? , Journal of International Money and Finance, 8, 253-276.
  • Woo, W. (1985) The Monetary Approach to Exchange Rate Determination under Rational Expectations, Journal of International Economics, 18, 1 -16.
  • Central Bank of Turkev Annual Report, Various year. Ankara.
  • International Monetary Fund, International Financial Statistics, various years, IMF Washington, DC.
There are 17 citations in total.

Details

Primary Language English
Journal Section Articles
Authors

Fatma Taşkın This is me

Publication Date December 31, 1995
Submission Date January 1, 1995
Published in Issue Year 1995 Volume: 13

Cite

APA Taşkın, F. (1995). MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, 13, 41-64.
AMA Taşkın F. MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. December 1995;13:41-64.
Chicago Taşkın, Fatma. “MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi 13, December (December 1995): 41-64.
EndNote Taşkın F (December 1, 1995) MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 13 41–64.
IEEE F. Taşkın, “MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY”, Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol. 13, pp. 41–64, 1995.
ISNAD Taşkın, Fatma. “MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY”. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 13 (December 1995), 41-64.
JAMA Taşkın F. MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 1995;13:41–64.
MLA Taşkın, Fatma. “MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, vol. 13, 1995, pp. 41-64.
Vancouver Taşkın F. MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: SINGLE EOUATION VERSUS MULTICONTEGRATING VAR SYSTEM ESTIMATION FOR EXCHANGE RATES IN TURKEY. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 1995;13:41-64.

Manuscripts must conform to the requirements indicated on the last page of the Journal - Guide for Authors- and in the web page.


Privacy Statement

Names and e-mail addresses in this Journal Web page will only be used for the specified purposes of the Journal; they will not be opened for any other purpose or use by any other person.