REEL DÖVİZ KURUNUN OTOREGRESİF ANALİZİ VE RASSAL GİDİŞ SÜRECİ

Year 1995, Volume: 1 Issue: 3, 11 - 20, 05.06.1995

Işıl Akgül

https://doi.org/10.14783/maruoneri.708554

Abstract

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.

Keywords

Döviz, Otoregresif, Rassal

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