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Türkiye’de faiz oranları ve döviz kuru arasındaki nedensellik ilişkisi: 1984 – 2006

Author

Listed:
  • Ekrem GÜL

    (Dumlupınar Üniversitesi)

  • Aykut EKİNCİ

    (Dumlupınar Üniversitesi)

  • Mustafa ÖZER

    (Anadolu Üniversitesi)

Abstract

Bu çalışmada, Türkiye’de nominal döviz kurları ile faiz oranları arasındaki etkileşim Granger nedensellik testi kullanılarak araştırılmıştır. Granger nedensellik ilişkisini belirlemeden önce, birim kök ve eşbütünleşme analizi yapılmıştır. Zaman serisi teknikleri kullanılarak elde edilen bulgulara göre, nominal döviz kurları ile faiz oranları arasında eşbütünleşme ilişkinin olmadığı görülmüştür. Diğer taraftan, döviz kuru ile faiz oranları arasında bulunan nedensellik ilişkisi, döviz kurundan faiz oranlarına doğru tek yönlü bir ilişki biçiminde olmaktadır.

Suggested Citation

  • Ekrem GÜL & Aykut EKİNCİ & Mustafa ÖZER, 2007. "Türkiye’de faiz oranları ve döviz kuru arasındaki nedensellik ilişkisi: 1984 – 2006," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(251), pages 21-31.
    • Handle: RePEc:iif:iifjrn:v:22:y:2007:i:251:p:21-31
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    More about this item

    Keywords

    nominal döviz kurları; faiz oranları; nedensellik.;
    All these keywords.

    JEL classification:

    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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