Master'sOpen Access

Transition effects of exchange rate increases in the price: The case of Turkey

2020
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Advisor: Prof. Dr. Osman Peker

Abstract (EN)

In this study, the transition effect of exchange rate increases on prices was examined between 2003:Q1-2020:Q1. Turkey 2003:Q1-2020:Q1 years of transition rates between the exchange rate effect, Engle-Granger Cointegration and tested by Granger causality analysis. Turkey in 2003:Q1-2020:Q1 between years real effective exchange rate and domestic price changes with the help of graphics were examined both individually both variables together. As a result of the Granger test, one of the applied economic models, a one-way causality was found from the exchange rate to the prices. In the Engle-Granger test, it was determined that these variables had a strong relationship between them and they acted together in the long term.

Author

Ceren Altun

How to Cite

Ceren Altun (Master Thesis). Transition effects of exchange rate increases in the price: The case of Turkey, 2020, Aydın Adnan Menderes University.

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