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SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ

Yıl 2015, Cilt: 15 Sayı: 4, 1 - 34, 30.12.2015

Öz

Bu çalışmada,
1990:01-2014:12 dönemi USD/TL döviz kuru için satınalma gücü paritesi
teorisinin geçerliliği test edilmiştir. Çalışmanın iki temel amacı
bulunmaktadır. İlk olarak, Türkiye'de PPP'nin geçerli bir döviz kuru belirleme
modeli olup olmadığını tespit etmek. İkinci olarak ise, fiyat endeks
tercihlerinin ve kullanılan ekonometrik yöntemlerin PPP'nin geçerliliğini etkileyip
etkilemediğini ortaya koymaktır. Bu kapsamda, Tüketici ve Üretici Fiyat
Endeksine dayalı reel döviz kuru için; ADF, DF-GLS ve PP birim kök testleri ve
nominal döviz kuru ve ülkeler arası fiyat farkı değişkenleri için Engle-Granger
(1987) ve Johansen (1988) koentegrasyon testleri uygulanmıştır. Birim kök test sonuçları (sabitli+trendli),
Türkiye'de PPP'nin hem üretici fiyat endeksine göre geçersiz bir yaklaşım
olduğunu göstermiştir. Diğer taraftan koentegrasyon ve birim kök testleri
(sabitli) ise, sadece PPI'a dayalı analizlerin PPP lehine sonuçlar verdiğini
göstermiştir. Bu sonuçlar altında PPP'nin, her nekadar kısa dönemli sapmalar
gösterse de uzun dönemde USD/TL döviz kuru için geçerli bir teori olduğu diğer
bir ifadeyle kur hareketleri için genel bir eğilim sunduğu düşünülmektedir.

Kaynakça

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Journal of International Economics 8: 247-276. Güney, Ahmet (2015). Döviz Kuru Teorileri ve Türkiye'de Döviz Kurunun Belirleyicileri. Yayımlanmamış Doktora Tezi. İstanbul: İstanbul Üniversitesi Sosyal Bilimler Enstitüsü. Hakkio, Craig S. (1982). "A Reexamination of Purchasing Power Parity: A Multi-Country and Multi-Period Study". NBER Working Paper 865. Harris, Richard, Sollis, Robert (2003). Applied Time Series Modelling And Forecasting. West Sussex, England: Wiley. He, Huizhen ve Tsangyao Chang (2013). "Purchasing Power Parity in Transtion Countries: Sequential Panel Selection Method". Economic Modelling 35: 604-609. He, Huizhen, Omid Ranjbar ve Tsangyao Chang (2013). "Purchasing Power Parity in Transition Countries: Old wine With New Bottle". Japan and The World Economy 28: 24-32. Hodgson, John S., Patricia Phelp (1975). "The Distributed Impact of Price-Level Variation on Floating Exchange Rates". The Review of Economics and Statistics 57(1): 58-64. Holmes, James Mark (2001). 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Toplam 1 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Araştırma Makaleleri
Yazarlar

Ahmet Güney Bu kişi benim

Hail Tunalı

Yayımlanma Tarihi 30 Aralık 2015
Gönderilme Tarihi 8 Kasım 2015
Yayımlandığı Sayı Yıl 2015 Cilt: 15 Sayı: 4

Kaynak Göster

APA Güney, A., & Tunalı, H. (2015). SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ. Bolu Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 15(4), 1-34.
AMA Güney A, Tunalı H. SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ. ASBİ. Aralık 2015;15(4):1-34.
Chicago Güney, Ahmet, ve Hail Tunalı. “SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ”. Bolu Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 15, sy. 4 (Aralık 2015): 1-34.
EndNote Güney A, Tunalı H (01 Aralık 2015) SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ. Bolu Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 15 4 1–34.
IEEE A. Güney ve H. Tunalı, “SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ”, ASBİ, c. 15, sy. 4, ss. 1–34, 2015.
ISNAD Güney, Ahmet - Tunalı, Hail. “SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ”. Bolu Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 15/4 (Aralık 2015), 1-34.
JAMA Güney A, Tunalı H. SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ. ASBİ. 2015;15:1–34.
MLA Güney, Ahmet ve Hail Tunalı. “SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ”. Bolu Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, c. 15, sy. 4, 2015, ss. 1-34.
Vancouver Güney A, Tunalı H. SATINALMA GÜCÜ PARİTESİ TEORİSİNİN DÖVİZ KURU BELİRLEME MODELİ OLABİLİRLİĞİ ÜZERİNE AMPİRİK BİR İNCELEME: TÜRKİYE ÖRNEĞİ. ASBİ. 2015;15(4):1-34.

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