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Dergiler / Uluslararası Yönetim İktisat ve İşletme Dergisi / 2017 / Cilt: 13 Sayı: 13 Özel Sayı

TÜRKİYE’DE DÖVİZ KURU GEÇİŞKENLİĞİNİN ASİMETRİK DAVRANIŞI

ASYMMETRIC BEHAVIOUR OF EXCHANGE RATE PASS THORUGH IN TURKEY

Uğur Akkoç(Ankara Üniversitesi)
Emir Yücel(Ankara Üniversitesi, Bartın Üniversitesi)
Sayfa
903–911
Yayın Tarihi
2017-12-01
DOI
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Yapay Zeka Hızlı Bakış & Çıkarımlar

AI Insight
⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Doğrusal olmayan modelin temel bulgularına göre iki rejim bulunmaktadır ve döviz kuru geçişkenliği rejimlere bağlı olarak önemli ölçüde değişim göstermektedir.

📌 3 Maddede Bu Makale

🎯
Amaç & Hipotez:Döviz kuru hareketleri gelişmekte olan ülkelerde yurtiçi fiyatların önemli belirleyicilerinden biridir.
📊
Temel Bulgular & Veri:Bu çalışmada 2002 -2017 döneminde Türkiye’de döviz kuru hareketlerinin tüketici fiyatlarına geçişi Markov Rejim değişikliği yöntemiyle incelenmiştir.
💡
Sonuç & Katkı:Doğrusal olmayan modelin temel bulgularına göre iki rejim bulunmaktadır ve döviz kuru geçişkenliği rejimlere bağlı olarak önemli ölçüde değişim göstermektedir.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:2002 -2017 Verileri
⚙️Değişkenler:Döviz Kuru Geçişkenliği · Enflasyon Oynaklığı · Para Politikası

Özet

Döviz kuru hareketleri gelişmekte olan ülkelerde yurtiçi fiyatların önemli belirleyicilerinden biridir. Bu çalışmada 2002 -2017 döneminde Türkiye’de döviz kuru hareketlerinin tüketici fiyatlarına geçişi Markov Rejim değişikliği yöntemiyle incelenmiştir. Doğrusal olmayan modelin temel bulgularına göre iki rejim bulunmaktadır ve döviz kuru geçişkenliği rejimlere bağlı olarak önemli ölçüde değişim göstermektedir. İstikrarlı rejimde %3 olan döviz kuru geçişkenliği, istikrarsız rejim dönemlerinde %21 düzeyindedir. Bununla birlikte, açık enflasyon hedeflemesi politikası istikrarsız rejimde enflasyonu baskılayıcı etkiye sahiptir. Bununla birlikte yurtdışı fiyatlarda meydana gelen değişiklik her iki rejimde de yurtiçi tüketici fiyatları üzerinde güçlü etkiye sahiptir

Abstract

Exchange rate movements are one of the key determinants of domestic prices in developing countries. In this study, the pass-through of the exchange rate movements to the consumer prices in Turkey during the period of 2002-2017 was examined by Markov regime switching model. According to the basic findings of the nonlinear model, there are two regimes and the pass-through vary considerably depending on the regimes. The exchange rate pass-through rate, which is 3% in the stable regime, is 21% in the unstable regime periods. Nevertheless, the policy of explicit inflation targeting has disinflationary effect in the unstable regime. Nevertheless, the change in foreign prices has powerful effetc on the domestic consumer prices in both regimes

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Bu Makaleye Atıf Yap

Akkoç, U., Yücel, E. (2017). TÜRKİYE’DE DÖVİZ KURU GEÇİŞKENLİĞİNİN ASİMETRİK DAVRANIŞI. Uluslararası Yönetim İktisat ve İşletme Dergisi, Cilt: 13 Sayı: 13 Özel Sayı, 903–911. https://ajindex.com/articles/1220505

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