IDEAS home Printed from https://ideas.repec.org/a/iif/iifjrn/v22y2007i255p85-94.html
   My bibliography  Save this article

Reel faiz oranı ve reel döviz kurunun kısa vadeli sermaye hareketlerine etkileri: Sınır testi yaklaşımı

Author

Listed:
  • Burak GÜRİŞ

    (İstanbul Üniversitesi)

  • Burcu KIRAN

    (İstanbul Üniversitesi)

Abstract

Küreselleşme ile ilgili tartışmalarda anahtar rolün, kısa vadeli sermaye hareketleri ve bunun ülke ekonomilerine etkileri üzerine yoğunlaşması sebebiyle bu çalışmada, kısa vadeli sermaye hareketleri ile en önemli belirleyicilerinden olan reel faiz oranı ve reel döviz kuru arasındaki uzun dönemli ilişki Pesaran, Shin, Smith (2001) tarafından geliştirilen sınır testi (bounds test) yaklaşımı ile araştırılmıştır. Analize göre; reel faiz oranının kısa vadeli sermaye hareketleri üzerinde kısa ve uzun dönemde etkili olmadığı, reel döviz kurunun ise hem kısa hem de uzun dönemde etkili olduğu tespit edilmiştir.

Suggested Citation

  • Burak GÜRİŞ & Burcu KIRAN, 2007. "Reel faiz oranı ve reel döviz kurunun kısa vadeli sermaye hareketlerine etkileri: Sınır testi yaklaşımı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(255), pages 85-94.
    • Handle: RePEc:iif:iifjrn:v:22:y:2007:i:255:p:85-94
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Keywords

    kısa vadeli sermaye hareketleri; sınır testi;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:iif:iifjrn:v:22:y:2007:i:255:p:85-94. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ali Bilge (email available below). General contact details of provider: http://iif.com.tr .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.