{"id":5497,"date":"2021-10-16T19:07:14","date_gmt":"2021-10-16T16:07:14","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=5497"},"modified":"2021-10-17T00:21:25","modified_gmt":"2021-10-16T21:21:25","slug":"investigation-of-the-validity-of-purchasing-power-parity-with-fourier-unit-root-test-the-case-of-n-11-countries","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/investigation-of-the-validity-of-purchasing-power-parity-with-fourier-unit-root-test-the-case-of-n-11-countries","title":{"rendered":"Sat\u0131n Alma G\u00fcc\u00fc Paritesi Ge\u00e7erlili\u011finin Fourier Birim K\u00f6k Testi ile \u0130ncelenmesi: N-11 \u00dclkeleri \u00d6rne\u011fi"},"content":{"rendered":"

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Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nSat\u0131n Alma G\u00fcc\u00fc Paritesi Ge\u00e7erlili\u011finin Fourier Birim K\u00f6k Testi ile \u0130ncelenmesi: N-11 \u00dclkeleri \u00d6rne\u011fi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nTunahan Hac\u0131imamo\u011flu<\/td>\n<\/tr>\n
Cilt:<\/td>\n12<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n4<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2021<\/td>\n<\/tr>\n
Sayfa:<\/td>\n799-811<\/td>\n<\/tr>\n
ISSN:<\/td>\n2619-9491<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2021.353<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Sat\u0131n alma g\u00fcc\u00fc paritesi (SAGP), \u00fclkeler aras\u0131nda fiyat farkl\u0131l\u0131klar\u0131n\u0131 ortadan kald\u0131rarak \u00fclkelerin para birimlerinin sat\u0131n alma g\u00fcc\u00fcn\u00fc e\u015fitleyen tek fiyat kanununa dayal\u0131 bir yakla\u015f\u0131md\u0131r. Uluslararas\u0131 geli\u015fmi\u015flik \u00f6l\u00e7\u00fct\u00fc olarak da kullan\u0131lan SAGP hipotezine olan ilgi, \u00fclkelerin kar\u015f\u0131la\u015ft\u0131\u011f\u0131 fiyat istikrars\u0131zl\u0131klar\u0131 ve d\u0131\u015f a\u00e7\u0131k sorunlar\u0131 nedeniyle artmaktad\u0131r. Artan ilgi ile birlikte SAGP hipotezinin ge\u00e7erlili\u011fi farkl\u0131 \u00fclke ve \u00fclke gruplar\u0131nda \u00e7e\u015fitli d\u00f6nem aral\u0131klar\u0131 itibar\u0131yla g\u00fcncel analiz y\u00f6ntemleri kullan\u0131larak s\u0131nanmaktad\u0131r. Bu \u00e7al\u0131\u015fman\u0131n amac\u0131, dokuz N-11 \u00fclkesinde 1970-2019 d\u00f6nemi i\u00e7in SAGP hipotezinin ge\u00e7erlili\u011fini s\u0131namakt\u0131r. Bu do\u011frultuda \u00e7al\u0131\u015fmada g\u00fcncel bir test tekni\u011fi olarak Lee, Wu ve Yang (2016) taraf\u0131ndan ileri s\u00fcr\u00fclen yatay kesit ba\u011f\u0131ml\u0131l\u0131\u011f\u0131na, yumu\u015fak k\u0131r\u0131lmalara ve ortak fakt\u00f6r yap\u0131s\u0131na izin veren BCIPS birim k\u00f6k analiz y\u00f6ntemi kullan\u0131lm\u0131\u015ft\u0131r. Analiz bulgular\u0131ndan N-11 \u00fclkeleri i\u00e7in reel d\u00f6viz kurlar\u0131n\u0131n dura\u011fan oldu\u011fu tespit edilmi\u015f, dolay\u0131s\u0131yla SAGP hipotezinin ge\u00e7erli oldu\u011fu sonucuna ula\u015f\u0131lm\u0131\u015ft\u0131r. Bu ba\u011flamda N-11 \u00fclkelerinde reel (efektif) d\u00f6viz kuru \u00fczerinde \u015foklar\u0131n etkisinin ge\u00e7ici oldu\u011fu, para politikas\u0131 kararlar\u0131nda ve uluslararas\u0131 geli\u015fmi\u015flik \u00f6l\u00e7\u00fctlerinde SAGP\u2019nin g\u00fcvenilir bir g\u00f6sterge olarak kullan\u0131labilece\u011fi ortaya konulmu\u015ftur.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nSat\u0131n Alma G\u00fcc\u00fc Paritesi, Reel D\u00f6viz Kuru, Fourier Birim K\u00f6k Testi, Dura\u011fanl\u0131k, N-11 \u00dclkeleri<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nC23, F31, F41<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: Sat\u0131n Alma G\u00fcc\u00fc Paritesi Ge\u00e7erlili\u011finin Fourier Birim K\u00f6k Testi ile \u0130ncelenmesi: N-11 \u00dclkeleri \u00d6rne\u011fi Yazar(lar): Tunahan Hac\u0131imamo\u011flu Cilt: 12 Say\u0131: 4 Y\u0131l: 2021 Sayfa: 799-811 ISSN: 2619-9491 DOI Numaras\u0131: 10.20409\/berj.2021.353 \u00d6z Sat\u0131n alma g\u00fcc\u00fc paritesi (SAGP), \u00fclkeler aras\u0131nda fiyat farkl\u0131l\u0131klar\u0131n\u0131 ortadan kald\u0131rarak \u00fclkelerin para birimlerinin […]<\/p>\n

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