Cilt 14, Sayı 4, Sayfalar 15 - 24 2016-01-13

Doğrusal Olmayan Birim Kök Testleriyle Rusya için Satın Alma Gücü Paritesi Hipotezinin İncelenmesi
Revisiting Purchasing Power Parity Hypothesis for Russia Using Nonlinear Unit Root Tests

Doç. Dr. Seymur Ağazade [1]

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Bu çalışmada Rusya için Satın Alma Gücü Paritesi (PPP) yaklaşımının geçerliliği Kasım 1993 – Nisan 2013 dönemine ait veri seti kullanılarak araştırılmıştır. Bu amaçla asimetrik intibaka izin veren ve vermeyen doğrusal olmayan birim kök testleri yardımıyla rubleye ait reel efektif döviz kuru serisinin durağanlık özellikleri incelenmiştir. Doğrusal dışılığın yanı sıra reel döviz kurunun asimetrik intibakına da izin veren yöntemler ruble reel efektif kurunun durağan olduğuna ilişkin bulgular sunmakta ve Rusya için PPP yaklaşımının geçerliliğini desteklemektedir.
The article examines the validity of Purchasing Power Parity (PPP) hypothesis for Russia by using the data set belonging to the period November 1993 to April 2013. Two groups of nonlinear unit root tests are used to investigate the stationarity characteristics of real effective exchange rate series of Russian ruble. While the first group of the tests models structural change as a smooth monotonic transition, second group takes into account both structural change and asymmetric adjustment characteristics of real exchange rate. Findings of unit root tests that allow for asymmetric adjustment support the stationarity of real effective exchange rate series and provide evidences on the validity of PPP hypothesis for Russia.
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Yazar: Doç. Dr. Seymur Ağazade
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Bibtex @ { ausbd167444, journal = {Anadolu Üniversitesi Sosyal Bilimler Dergisi}, issn = {1303-0876}, address = {Anadolu Üniversitesi}, year = {2016}, volume = {14}, pages = {15 - 24}, doi = {10.18037/ausbd.07117}, title = {Doğrusal Olmayan Birim Kök Testleriyle Rusya için Satın Alma Gücü Paritesi Hipotezinin İncelenmesi}, language = {tr}, key = {cite}, author = {Ağazade, Doç. Dr. Seymur} } @ { ausbd167444, journal = {Anadolu Üniversitesi Sosyal Bilimler Dergisi}, issn = {1303-0876}, address = {Anadolu Üniversitesi}, year = {2016}, volume = {14}, pages = {15 - 24}, doi = {10.18037/ausbd.07117}, title = {Revisiting Purchasing Power Parity Hypothesis for Russia Using Nonlinear Unit Root Tests}, language = {en}, key = {cite}, author = {Ağazade, Doç. Dr. Seymur} }
APA Ağazade, D . (2016). Doğrusal Olmayan Birim Kök Testleriyle Rusya için Satın Alma Gücü Paritesi Hipotezinin İncelenmesi. Anadolu Üniversitesi Sosyal Bilimler Dergisi, 14 (4), 15-24. DOI: 10.18037/ausbd.07117
MLA Ağazade, D . "Doğrusal Olmayan Birim Kök Testleriyle Rusya için Satın Alma Gücü Paritesi Hipotezinin İncelenmesi". Anadolu Üniversitesi Sosyal Bilimler Dergisi 14 (2016): 15-24 <http://dergipark.gov.tr/ausbd/issue/15923/167444>
Chicago Ağazade, D . "Doğrusal Olmayan Birim Kök Testleriyle Rusya için Satın Alma Gücü Paritesi Hipotezinin İncelenmesi". Anadolu Üniversitesi Sosyal Bilimler Dergisi 14 (2016): 15-24
RIS TY - JOUR T1 - Doğrusal Olmayan Birim Kök Testleriyle Rusya için Satın Alma Gücü Paritesi Hipotezinin İncelenmesi AU - Doç. Dr. Seymur Ağazade Y1 - 2016 PY - 2016 N1 - doi: 10.18037/ausbd.07117 DO - 10.18037/ausbd.07117 T2 - Anadolu Üniversitesi Sosyal Bilimler Dergisi JF - Journal JO - JOR SP - 15 EP - 24 VL - 14 IS - 4 SN - 1303-0876- M3 - doi: 10.18037/ausbd.07117 UR - http://dx.doi.org/10.18037/ausbd.07117 Y2 - 2017 ER -
EndNote %0 Anadolu Üniversitesi Sosyal Bilimler Dergisi Doğrusal Olmayan Birim Kök Testleriyle Rusya için Satın Alma Gücü Paritesi Hipotezinin İncelenmesi %A Doç. Dr. Seymur Ağazade %T Doğrusal Olmayan Birim Kök Testleriyle Rusya için Satın Alma Gücü Paritesi Hipotezinin İncelenmesi %D 2016 %J Anadolu Üniversitesi Sosyal Bilimler Dergisi %P 1303-0876- %V 14 %N 4 %R doi: 10.18037/ausbd.07117 %U 10.18037/ausbd.07117