Yıl 2019, Cilt 14 , Sayı 53, Sayfalar 21 - 30 2019-01-31

Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi

Oktay KIZILKAYA [1] , Faruk MİKE [2]


Bu çalışma, satınalma gücü paritesinin uzun dönemli geçerliliğini, reel döviz kurlarına yönelik Fourier durağanlık analizi ile test etmeyi amaçlamaktadır. Fourier yaklaşımı ile yapısal kırılmalar, kademeli (gradual) ve yumuşak (smooth) bir süreç olarak modellenmiştir. Dünya Bankası ülke sınıflandırılmasından hareket edilerek, yüksek gelir grubu 23, üst-orta gelir grubu 30, düşük-orta gelir grubu 30 ve düşük gelir grubu 9 ülke olmak üzere, toplam 92 ülke için 1995:1-2017:2 dönemi çeyreklik veriler kullanılarak analizler gerçekleştirilmiştir. Elde edilen bulgular 8 yüksek gelirli ülke, 5 üst-orta gelirli ülke, 8 düşük-orta gelirli ülke ve 3 düşük gelirli ülke için satınalma gücü paritesinin geçerli olduğunu göstermektedir.

Satınalma Gücü Paritesi, Reel Döviz Kuru, Fourier Yaklaşımı, Durağanlık Testi
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Birincil Dil tr
Bölüm Makaleler
Yazarlar

Orcid: orcid.org/0000-0002-3412-5616
Yazar: Oktay KIZILKAYA (Sorumlu Yazar)
Kurum: HAKKARİ ÜNİVERSİTESİ
Ülke: Turkey


Orcid: orcid.org/0000-0002-9194-1679
Yazar: Faruk MİKE
Kurum: HAKKARİ ÜNİVERSİTESİ
Ülke: Turkey


Tarihler

Yayımlanma Tarihi : 31 Ocak 2019

Bibtex @araştırma makalesi { jyasar430076, journal = {Journal of Yaşar University}, issn = {1305-970X}, address = {}, publisher = {Yaşar Üniversitesi}, year = {2019}, volume = {14}, pages = {21 - 30}, doi = {}, title = {Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi}, key = {cite}, author = {KIZILKAYA, Oktay and MİKE, Faruk} }
APA KIZILKAYA, O , MİKE, F . (2019). Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. Journal of Yaşar University , 14 (53) , 21-30 . Retrieved from https://dergipark.org.tr/tr/pub/jyasar/issue/43292/430076
MLA KIZILKAYA, O , MİKE, F . "Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi". Journal of Yaşar University 14 (2019 ): 21-30 <https://dergipark.org.tr/tr/pub/jyasar/issue/43292/430076>
Chicago KIZILKAYA, O , MİKE, F . "Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi". Journal of Yaşar University 14 (2019 ): 21-30
RIS TY - JOUR T1 - Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi AU - Oktay KIZILKAYA , Faruk MİKE Y1 - 2019 PY - 2019 N1 - DO - T2 - Journal of Yaşar University JF - Journal JO - JOR SP - 21 EP - 30 VL - 14 IS - 53 SN - 1305-970X- M3 - UR - Y2 - 2019 ER -
EndNote %0 Journal of Yaşar University Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi %A Oktay KIZILKAYA , Faruk MİKE %T Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi %D 2019 %J Journal of Yaşar University %P 1305-970X- %V 14 %N 53 %R %U
ISNAD KIZILKAYA, Oktay , MİKE, Faruk . "Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi". Journal of Yaşar University 14 / 53 (Ocak 2019): 21-30 .
AMA KIZILKAYA O , MİKE F . Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. Journal of Yaşar University. 2019; 14(53): 21-30.
Vancouver KIZILKAYA O , MİKE F . Reel Döviz Kurlarının Fourier Durağanlık Analizi ile Test Edilmesi. Journal of Yaşar University. 2019; 14(53): 30-21.