<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Publishing DTD v1.4 20241031//EN"
        "https://jats.nlm.nih.gov/publishing/1.4/JATS-journalpublishing1-4.dtd">
<article  article-type="reviewer-report"        dtd-version="1.4">
            <front>

                <journal-meta>
                                    <journal-id></journal-id>
            <journal-title-group>
                                                                                    <journal-title>Öneri Dergisi</journal-title>
            </journal-title-group>
                            <issn pub-type="ppub">1300-0845</issn>
                                        <issn pub-type="epub">2147-5377</issn>
                                                                                            <publisher>
                    <publisher-name>Marmara University</publisher-name>
                </publisher>
                    </journal-meta>
                <article-meta>
                                        <article-id pub-id-type="doi">10.14783/maruoneri.708554</article-id>
                                                                                                                                                                                            <title-group>
                                                                                                                        <article-title>REEL DÖVİZ KURUNUN OTOREGRESİF ANALİZİ VE RASSAL GİDİŞ SÜRECİ</article-title>
                                                                                                    </title-group>
            
                                                    <contrib-group content-type="authors">
                                                                        <contrib contrib-type="author">
                                                                <name>
                                    <surname>Akgül</surname>
                                    <given-names>Işıl</given-names>
                                </name>
                                                                    <aff>MARMARA ÜNİVERSİTESİ</aff>
                                                            </contrib>
                                                                                </contrib-group>
                        
                                        <pub-date pub-type="pub" iso-8601-date="19950605">
                    <day>06</day>
                    <month>05</month>
                    <year>1995</year>
                </pub-date>
                                        <volume>1</volume>
                                        <issue>3</issue>
                                        <fpage>11</fpage>
                                        <lpage>20</lpage>
                        
                        <history>
                                    <date date-type="received" iso-8601-date="19950501">
                        <day>05</day>
                        <month>01</month>
                        <year>1995</year>
                    </date>
                                            </history>
                                        <permissions>
                    <copyright-statement>Copyright © 1994, Oneri</copyright-statement>
                    <copyright-year>1994</copyright-year>
                    <copyright-holder>Oneri</copyright-holder>
                </permissions>
            
                                                                                                <abstract><p>Türkiye&#039;de yaygın talebi olan ABDDolan ve Alman Markına ait 1980 - 1994dönemini kapsayan nominal döviz kurlarızaman serilerinin ( sırası ile DKTLS veDKTLDM) grafiklerinin incelenmesi sonucu,serilerin sürekli arttığı ve bu artış seyrininTürkiye TEFE (Toptan Eşya Fiat Endeksi) veTEE (Tüketici Fiat Endeksi) endekslerinin seyriile hemen hemen aynı olduğu gözlenmektedir,yani bir ortak hareket etme söz konusudur.</p></abstract>
                                                            
            
                                                            <kwd-group>
                                                    <kwd>Döviz</kwd>
                                                    <kwd>  Otoregresif</kwd>
                                                    <kwd>  Rassal</kwd>
                                            </kwd-group>
                            
                                                                                                                        </article-meta>
    </front>
    <back>
                            <ref-list>
                                    <ref id="ref1">
                        <label>1</label>
                        <mixed-citation publication-type="journal">Abuaf N. ve P.Jorion(1990),” Purchasing Power Parity in the Long Run,” Journal of Finance,
Vol:XLV(No:l), ss.157-174.</mixed-citation>
                    </ref>
                                    <ref id="ref2">
                        <label>2</label>
                        <mixed-citation publication-type="journal">Adler M. ve B.Lehmann(1983),&quot; Deviations from Purchasing Power Parity in the Long Run,&quot; The
Journal of Fianance, Vol.XXXVlll ÇNo:5), ss.1471-1487)</mixed-citation>
                    </ref>
                                    <ref id="ref3">
                        <label>3</label>
                        <mixed-citation publication-type="journal">Beng G.W.(1991).”On the Deviations from Purchasing Power Parity :the case o f the Ringgit Effective
Exchange Rate,” Applied Economics. Vol:23,ss. 1461-1471.</mixed-citation>
                    </ref>
                                    <ref id="ref4">
                        <label>4</label>
                        <mixed-citation publication-type="journal">Bleaney M.(1992),” A test of Long-run Purchasing Power Parity using Annual Data for Seven
Countries, 1900-88,&quot; Vol: XL V,ss. 180-96.</mixed-citation>
                    </ref>
                                    <ref id="ref5">
                        <label>5</label>
                        <mixed-citation publication-type="journal">Canarella G.,S.K.Pollard ve K.S.Lai(1990),“ Cointegration between Exchange Rates and Relative
Prices:Another View,“ European Economic Review,Vol.34,ss. 1303-1322.</mixed-citation>
                    </ref>
                                    <ref id="ref6">
                        <label>6</label>
                        <mixed-citation publication-type="journal">Conejo C.-M.P.Shields(1993),&quot; Relative PPP and the Long-run Terms of Trede for five Latin American
Countries: A Cointegration Approach,&quot; Applied Economics,Vol:25, ss.1511-1515.</mixed-citation>
                    </ref>
                                    <ref id="ref7">
                        <label>7</label>
                        <mixed-citation publication-type="journal">Copeland L.S.(1991),&quot;Cointegration Tests with Daily Exchange Rate Data,&quot; Oxford Bulletin of
Economics and Statistics,Vol.53(No:2),ss.l85-198.</mixed-citation>
                    </ref>
                                    <ref id="ref8">
                        <label>8</label>
                        <mixed-citation publication-type="journal">Corbea D.ve S.Ouliaris(1988),” Cointegration and Tests of Purchasing Power Parity&quot; The Review of
Economics and Statistics,Vol: ,ss.508-511.</mixed-citation>
                    </ref>
                                    <ref id="ref9">
                        <label>9</label>
                        <mixed-citation publication-type="journal">Cuthbertson K.,S.G.Hall ve M.P.TAylor(1992), Applied Econometric Techniques, Philip Allan, GB.</mixed-citation>
                    </ref>
                                    <ref id="ref10">
                        <label>10</label>
                        <mixed-citation publication-type="journal">Dickey D.A-WA.Fuîler(1981),” Likelihood Ratio Statistics for Autoregressive Time Series with a Unit
Root,&quot; Econometrica, Vol:49 (No:4), ss.1057-1072.</mixed-citation>
                    </ref>
                                    <ref id="ref11">
                        <label>11</label>
                        <mixed-citation publication-type="journal">Edison H. J. (1987),&quot;Purchasing Power Parity in the Long Run:A Test of the Dollar/pound Exchange
Rate(1890-1978),&quot; Journal of Money Credit and Banking,Vol.l9, ss.376-387.</mixed-citation>
                    </ref>
                                    <ref id="ref12">
                        <label>12</label>
                        <mixed-citation publication-type="journal">Engel C. (1993),&quot;Real Exchange Rates and Relative Prices,&quot; Journal of Monetary Economics,
Vol.32,ss.35-50.</mixed-citation>
                    </ref>
                                    <ref id="ref13">
                        <label>13</label>
                        <mixed-citation publication-type="journal">Engle R.F. ve C.W.J.Granger(1987), ” Cointegration and Error Correctıon: Representation, Estimation
andTesting,&quot; Econometrica, Vol:55(No:2),ss.251-276.</mixed-citation>
                    </ref>
                                    <ref id="ref14">
                        <label>14</label>
                        <mixed-citation publication-type="journal">Engle R.F. ve B.S. Yoo(1987), ” Forecasting and Testing m Co-mtegrated Systems,&quot; Journal of
Econometrics,voi:35, ss.143-159.</mixed-citation>
                    </ref>
                                    <ref id="ref15">
                        <label>15</label>
                        <mixed-citation publication-type="journal">Frenkel J.A(1981),” The Collapse of Purchasing Power Parities during the 1970s,&quot; European Economic
Review, Vol. 16,ss. 145-165.</mixed-citation>
                    </ref>
                                    <ref id="ref16">
                        <label>16</label>
                        <mixed-citation publication-type="journal">Glen J.D. (1992),&quot; Real Exchange Rates in the Short,Medium and Long Run,&quot; Journal of International
Economics, Vol.33,ss. 147-166.</mixed-citation>
                    </ref>
                                    <ref id="ref17">
                        <label>17</label>
                        <mixed-citation publication-type="journal">Hail S.G. (1986),&quot; An Application of the Granger and Engle Two-step Estimation Procedure to UK
Aggregate Wage Data,” Oxford .Bulletin of Economics and Statistics, Vol: 48 (3), ss.229-239.</mixed-citation>
                    </ref>
                                    <ref id="ref18">
                        <label>18</label>
                        <mixed-citation publication-type="journal">Hendry D.F.(1986),&quot;Econometric Modeeling with Comtegrated Variables:An Overview,&quot; Oxford
Bulletin of Economics and Statistics, Vol: 48, ss.201-212.</mixed-citation>
                    </ref>
                                    <ref id="ref19">
                        <label>19</label>
                        <mixed-citation publication-type="journal">Johnson D.R.(1990),&quot;Co-integration, error correction,&quot; Canadian Journal of Economics, Vol:23,ss.839-
855.</mixed-citation>
                    </ref>
                                    <ref id="ref20">
                        <label>20</label>
                        <mixed-citation publication-type="journal">McNovvn R.ve M.S.Wallace(1994),” Comtegration Tests of the Monetary Exchange Rate fot Three
Hıgh-Inflation Economies,&quot; Journal o f Money Credit and Banking, Vol.26 (no:3), ss.396-411.</mixed-citation>
                    </ref>
                                    <ref id="ref21">
                        <label>21</label>
                        <mixed-citation publication-type="journal">Moosa I.A (1994),&quot; Testing Proportionality, Symmetıy and Exclusiveness in Long-run PPP,&quot; Journal
of Economic Studies, Vol: 21 ,ss.</mixed-citation>
                    </ref>
                                    <ref id="ref22">
                        <label>22</label>
                        <mixed-citation publication-type="journal">Nachane D.M. ve AChrissanthaki(1991),&quot; Purchasing Power Parity in the Short and Long Run: A
Reappraisal of the Post-1973 Evidence,” Applied Economics, Vol:23,ss. 1257-1268.</mixed-citation>
                    </ref>
                                    <ref id="ref23">
                        <label>23</label>
                        <mixed-citation publication-type="journal">Salvatore D.(1993), International Economics, Mac Millan Pub. Comp. 4.basım. USA.</mixed-citation>
                    </ref>
                                    <ref id="ref24">
                        <label>24</label>
                        <mixed-citation publication-type="journal">Sargan J.D.ve A.Bjargava(1983),&quot;Testing Residuals from Least Squares Regression for being Generated
by the Gaussian Random Walk,”Econometrica,Vo:51 (no: 1) ,ss. 153-174.</mixed-citation>
                    </ref>
                                    <ref id="ref25">
                        <label>25</label>
                        <mixed-citation publication-type="journal">Taylor M.P.(1988),” An Emprical Examination of Long-run Purchasing Power Parity usin
Cointegration Tecniques,&quot;Applied Economics, Vol.20,ss. 1369-1381.</mixed-citation>
                    </ref>
                                    <ref id="ref26">
                        <label>26</label>
                        <mixed-citation publication-type="journal">TaylorM.P.ve P.C.McMahon(1988),” Long-run Purchasing Power Parity in the 1920s,&quot; European
Economic Review,Vol.32, ss. 179-197</mixed-citation>
                    </ref>
                                    <ref id="ref27">
                        <label>27</label>
                        <mixed-citation publication-type="journal">Tronzano M.(1992), ” Long-run Purchasing Power Parity and Mean-reversion in Real Exchange
Rates: A Further Assessment,&quot; Economia Intemazionale, Vol.XLV, ss.77-99.</mixed-citation>
                    </ref>
                            </ref-list>
                    </back>
    </article>
