Türkiye'de yaygın talebi olan ABD
Dolan ve Alman Markına ait 1980 - 1994
dönemini kapsayan nominal döviz kurları
zaman serilerinin ( sırası ile DKTLS ve
DKTLDM) grafiklerinin incelenmesi sonucu,
serilerin sürekli arttığı ve bu artış seyrinin
Türkiye TEFE (Toptan Eşya Fiat Endeksi) ve
TEE (Tüketici Fiat Endeksi) endekslerinin seyri
ile hemen hemen aynı olduğu gözlenmektedir,
yani bir ortak hareket etme söz konusudur.
Abuaf N. ve P.Jorion(1990),” Purchasing Power Parity in the Long Run,” Journal of Finance,
Vol:XLV(No:l), ss.157-174.
Adler M. ve B.Lehmann(1983)," Deviations from Purchasing Power Parity in the Long Run," The
Journal of Fianance, Vol.XXXVlll ÇNo:5), ss.1471-1487)
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.
Bleaney M.(1992),” A test of Long-run Purchasing Power Parity using Annual Data for Seven
Countries, 1900-88," Vol: XL V,ss. 180-96.
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.
Conejo C.-M.P.Shields(1993)," Relative PPP and the Long-run Terms of Trede for five Latin American
Countries: A Cointegration Approach," Applied Economics,Vol:25, ss.1511-1515.
Copeland L.S.(1991),"Cointegration Tests with Daily Exchange Rate Data," Oxford Bulletin of
Economics and Statistics,Vol.53(No:2),ss.l85-198.
Corbea D.ve S.Ouliaris(1988),” Cointegration and Tests of Purchasing Power Parity" The Review of
Economics and Statistics,Vol: ,ss.508-511.
Cuthbertson K.,S.G.Hall ve M.P.TAylor(1992), Applied Econometric Techniques, Philip Allan, GB.
Dickey D.A-WA.Fuîler(1981),” Likelihood Ratio Statistics for Autoregressive Time Series with a Unit
Root," Econometrica, Vol:49 (No:4), ss.1057-1072.
Edison H. J. (1987),"Purchasing Power Parity in the Long Run:A Test of the Dollar/pound Exchange
Rate(1890-1978)," Journal of Money Credit and Banking,Vol.l9, ss.376-387.
Engel C. (1993),"Real Exchange Rates and Relative Prices," Journal of Monetary Economics,
Vol.32,ss.35-50.
Engle R.F. ve C.W.J.Granger(1987), ” Cointegration and Error Correctıon: Representation, Estimation
andTesting," Econometrica, Vol:55(No:2),ss.251-276.
Engle R.F. ve B.S. Yoo(1987), ” Forecasting and Testing m Co-mtegrated Systems," Journal of
Econometrics,voi:35, ss.143-159.
Frenkel J.A(1981),” The Collapse of Purchasing Power Parities during the 1970s," European Economic
Review, Vol. 16,ss. 145-165.
Glen J.D. (1992)," Real Exchange Rates in the Short,Medium and Long Run," Journal of International
Economics, Vol.33,ss. 147-166.
Hail S.G. (1986)," 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.
Hendry D.F.(1986),"Econometric Modeeling with Comtegrated Variables:An Overview," Oxford
Bulletin of Economics and Statistics, Vol: 48, ss.201-212.
Johnson D.R.(1990),"Co-integration, error correction," Canadian Journal of Economics, Vol:23,ss.839-
855.
McNovvn R.ve M.S.Wallace(1994),” Comtegration Tests of the Monetary Exchange Rate fot Three
Hıgh-Inflation Economies," Journal o f Money Credit and Banking, Vol.26 (no:3), ss.396-411.
Moosa I.A (1994)," Testing Proportionality, Symmetıy and Exclusiveness in Long-run PPP," Journal
of Economic Studies, Vol: 21 ,ss.
Nachane D.M. ve AChrissanthaki(1991)," Purchasing Power Parity in the Short and Long Run: A
Reappraisal of the Post-1973 Evidence,” Applied Economics, Vol:23,ss. 1257-1268.
Salvatore D.(1993), International Economics, Mac Millan Pub. Comp. 4.basım. USA.
Sargan J.D.ve A.Bjargava(1983),"Testing Residuals from Least Squares Regression for being Generated
by the Gaussian Random Walk,”Econometrica,Vo:51 (no: 1) ,ss. 153-174.
Taylor M.P.(1988),” An Emprical Examination of Long-run Purchasing Power Parity usin
Cointegration Tecniques,"Applied Economics, Vol.20,ss. 1369-1381.
TaylorM.P.ve P.C.McMahon(1988),” Long-run Purchasing Power Parity in the 1920s," European
Economic Review,Vol.32, ss. 179-197
Tronzano M.(1992), ” Long-run Purchasing Power Parity and Mean-reversion in Real Exchange
Rates: A Further Assessment," Economia Intemazionale, Vol.XLV, ss.77-99.
Abuaf N. ve P.Jorion(1990),” Purchasing Power Parity in the Long Run,” Journal of Finance,
Vol:XLV(No:l), ss.157-174.
Adler M. ve B.Lehmann(1983)," Deviations from Purchasing Power Parity in the Long Run," The
Journal of Fianance, Vol.XXXVlll ÇNo:5), ss.1471-1487)
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.
Bleaney M.(1992),” A test of Long-run Purchasing Power Parity using Annual Data for Seven
Countries, 1900-88," Vol: XL V,ss. 180-96.
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.
Conejo C.-M.P.Shields(1993)," Relative PPP and the Long-run Terms of Trede for five Latin American
Countries: A Cointegration Approach," Applied Economics,Vol:25, ss.1511-1515.
Copeland L.S.(1991),"Cointegration Tests with Daily Exchange Rate Data," Oxford Bulletin of
Economics and Statistics,Vol.53(No:2),ss.l85-198.
Corbea D.ve S.Ouliaris(1988),” Cointegration and Tests of Purchasing Power Parity" The Review of
Economics and Statistics,Vol: ,ss.508-511.
Cuthbertson K.,S.G.Hall ve M.P.TAylor(1992), Applied Econometric Techniques, Philip Allan, GB.
Dickey D.A-WA.Fuîler(1981),” Likelihood Ratio Statistics for Autoregressive Time Series with a Unit
Root," Econometrica, Vol:49 (No:4), ss.1057-1072.
Edison H. J. (1987),"Purchasing Power Parity in the Long Run:A Test of the Dollar/pound Exchange
Rate(1890-1978)," Journal of Money Credit and Banking,Vol.l9, ss.376-387.
Engel C. (1993),"Real Exchange Rates and Relative Prices," Journal of Monetary Economics,
Vol.32,ss.35-50.
Engle R.F. ve C.W.J.Granger(1987), ” Cointegration and Error Correctıon: Representation, Estimation
andTesting," Econometrica, Vol:55(No:2),ss.251-276.
Engle R.F. ve B.S. Yoo(1987), ” Forecasting and Testing m Co-mtegrated Systems," Journal of
Econometrics,voi:35, ss.143-159.
Frenkel J.A(1981),” The Collapse of Purchasing Power Parities during the 1970s," European Economic
Review, Vol. 16,ss. 145-165.
Glen J.D. (1992)," Real Exchange Rates in the Short,Medium and Long Run," Journal of International
Economics, Vol.33,ss. 147-166.
Hail S.G. (1986)," 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.
Hendry D.F.(1986),"Econometric Modeeling with Comtegrated Variables:An Overview," Oxford
Bulletin of Economics and Statistics, Vol: 48, ss.201-212.
Johnson D.R.(1990),"Co-integration, error correction," Canadian Journal of Economics, Vol:23,ss.839-
855.
McNovvn R.ve M.S.Wallace(1994),” Comtegration Tests of the Monetary Exchange Rate fot Three
Hıgh-Inflation Economies," Journal o f Money Credit and Banking, Vol.26 (no:3), ss.396-411.
Moosa I.A (1994)," Testing Proportionality, Symmetıy and Exclusiveness in Long-run PPP," Journal
of Economic Studies, Vol: 21 ,ss.
Nachane D.M. ve AChrissanthaki(1991)," Purchasing Power Parity in the Short and Long Run: A
Reappraisal of the Post-1973 Evidence,” Applied Economics, Vol:23,ss. 1257-1268.
Salvatore D.(1993), International Economics, Mac Millan Pub. Comp. 4.basım. USA.
Sargan J.D.ve A.Bjargava(1983),"Testing Residuals from Least Squares Regression for being Generated
by the Gaussian Random Walk,”Econometrica,Vo:51 (no: 1) ,ss. 153-174.
Taylor M.P.(1988),” An Emprical Examination of Long-run Purchasing Power Parity usin
Cointegration Tecniques,"Applied Economics, Vol.20,ss. 1369-1381.
TaylorM.P.ve P.C.McMahon(1988),” Long-run Purchasing Power Parity in the 1920s," European
Economic Review,Vol.32, ss. 179-197
Tronzano M.(1992), ” Long-run Purchasing Power Parity and Mean-reversion in Real Exchange
Rates: A Further Assessment," Economia Intemazionale, Vol.XLV, ss.77-99.