ABD Doları ve AVRO Döviz Kurlarının Nümerik Desen Analizi

Yıl 2015, Cilt: 5 Sayı: 2, 215 - 226, 31.12.2015

Murat Engin Akkaş

Öz

Bu çalışmada, ABD Doları/TL ve AVRO/TL döviz kurlarının nümerik desenleri

1.1.2003-31.12.2014 dönemine ait veriler ile analiz edilmiştir. Döviz kurlarının analizi için

Newcomb-Benford Kanununun ikinci basamak referans dağılımı kullanılmıştır. Çalışmanın

sonucunda, 2003, 2004, 2008, 2010 ve 2014 yıllarında ABD Doları/TL’nin ve 2005, 2006, 2007,

2009 ve 2012 yıllarında AVRO/TL’nin nümerik desenlerinin Newcomb-Benford Kanununun

ikinci basamak referans dağılımına uygun olduğuna ilişkin istatistiksel olarak anlamlı sonuçlar

bulunmuştur.

Anahtar Kelimeler

Newcomb-Benford Kanunu, Döviz Kurları, Ki-Kare Testi, Kuiper Testi, Öklid Uzaklığı

Kaynakça

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