Publication: Türkiye'de Faiz Oranı ile Döviz Kuru İlişkisinin Analizi (2003-2020)
Program
Authors
Dereli, Deniz Dilara
Küçük, Eda
Advisor
Date
Language
Type
Publisher:
Journal Title
Journal ISSN
Volume Title
Abstract
Ekonomilerde faiz oranı ve döviz kuru makroekonomik istikrar açısından iki önemli unsur olarak öne çıkmaktadır. Bu sebeple döviz
kuru ve faiz oranı arasındaki etkileşimin ekonomi politikalarının düzenlemesinde dikkate alınması gerekmektedir. Bu çalışmada
Türkiye’de 2003-2020 döneminde döviz kuru ve faiz oranı arasındaki nedensellik ve eşbütünleşme ilişkisi incelenmiş ve uzun dönemde
karşılıklı ilişki tespit edilmiştir.
Interest rate and exchange rate stand out as two important factors in terms of macroeconomic stability in economies. For this reason, the interaction between exchange rate and interest rate should be taken into account in the regulation of economic policies. In this study the causality and cointegration relationship between exchange rate and interest rate in Turkey for 2003-2020 period are examined and mutual relationship in the long term is identified.
Interest rate and exchange rate stand out as two important factors in terms of macroeconomic stability in economies. For this reason, the interaction between exchange rate and interest rate should be taken into account in the regulation of economic policies. In this study the causality and cointegration relationship between exchange rate and interest rate in Turkey for 2003-2020 period are examined and mutual relationship in the long term is identified.