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Google Arama Motoru ve Turk Lirasi-Dolar Kurunu Belirleyen Yapýsal Modeller

Author

Listed:
  • Levent Bulut

    (Department of Economics, Ipek University)

Abstract

Bu çalýþmada, Google arama kayýtlarý kullanýlarak yapýsal döviz kuru modellerinin makroekonomik belirleyenlerinin kýsa vadeli tahminleri (nowcast) elde edilmiþtir. Sadece Google arama kayýtlarý kullanýlarak yapýlan örneklem dýþý döviz getirisi tahminleri sabitli ve sabitsiz tesadüfi yürüyüþ modellerinden daha iyi performans göstermiþtir. Ayrýca, Google arama kayýtlarýndan Satýn-alma Gücü Paritesi ve Monetarist yapýsal döviz kuru modellerine denk gelen makroekonomik göstergelerle ilintili arama kayýtlarý o modellerde kullanýlan mevcut makro göstergelere eklendiðinde ise, yapýsal modeller tesadüfi yürüyüþ modelinden daha iyi performans göstermiþlerdir ki bu sonuçlar döviz kuru baðlantýsýzlýðý muammasý literatürü için önemli bir bulgudur. Döviz getirilerinin örneklem dýþý tahmin performanslarýndaki bu artýþý, gecikmeli makroekonomik verilerce tam olarak ölçülemeyen piyasa beklentilerinin Google arama kayýtlarýnca bir þekilde yakalanmasý olarak yorumlamak mümkündür.

Suggested Citation

  • Levent Bulut, 2015. "Google Arama Motoru ve Turk Lirasi-Dolar Kurunu Belirleyen Yapýsal Modeller," IPEK Working Papers 1501, Ipek University, Department of Economics.
    • Handle: RePEc:ipk:wpaper:1501
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    File URL: http://econpapers.ipek.edu.tr/IpekWParchives/wp2015/wp1501Bulut.pdf
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    More about this item

    Keywords

    Meese-Rogoff Muammasý; Döviz-Kuru Baðlantýsýzlýðý Muammasý; Google Trends;
    All these keywords.

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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