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

Fatma Taşkın

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

Öz

Makaleye ait öz bulunmamaktadır.

Anahtar Kelimeler

monetary approach

Kaynakça

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.

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

Araştırma Makalesi

Yazarlar

Fatma Taşkın Bu kişi benim

Yayımlanma Tarihi

31 Aralık 1995

Gönderilme Tarihi

1 Ocak 1995

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 1995 Cilt: 13

IZ

https://izlik.org/JA86EF58TY

Kaynak Göster

RIS / Bibtex

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. https://izlik.org/JA86EF58TY

AMA

1.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. https://izlik.org/JA86EF58TY

Chicago

Taşkın, Fatma. 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 (Aralık): 41-64. https://izlik.org/JA86EF58TY.

EndNote

Taşkın F (01 Aralık 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

[1]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, c. 13, ss. 41–64, Ara. 1995, [çevrimiçi]. Erişim adresi: https://izlik.org/JA86EF58TY

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 (01 Aralık 1995): 41-64. https://izlik.org/JA86EF58TY.

JAMA

1.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, c. 13, Aralık 1995, ss. 41-64, https://izlik.org/JA86EF58TY.

Vancouver

1.Fatma 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 [Internet]. 01 Aralık 1995;13:41-64. Erişim adresi: https://izlik.org/JA86EF58TY