期刊名称：Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
印刷版ISSN：1301-3688
电子版ISSN：2630-6409
出版年度：2020
期号：55
页码：1-20
语种：English
出版社：Erciyes University
摘要：In this study,purchasing power parity,one of the exchange rate determination methods,which is the subject of many studies in the literature,was tested.Purchasing Power parity was the most debated and tested model put forward by Gustov Cassel,In the study,PPP between January 2003 and August 2017 in Turkey tested the validity of the applied power of monetary policy to influence the purchasing parity of activity was investigated.Purchasing power parity was analyzed by ADF and PP unit root tests depending on whether the real exchange rate variable is stationary or not.The fact that the real exchange rate is stationary,rejecting the null hypothesis,and having no unit root means that the purchasing power parity is valid.On the contrary,the fact that the real exchange rate does not stagnate,accepting the null hypothesis,and containing a unit root means that the purchasing power parity is not valid.In this study,the ADF,PP and Lee-Strazicich fracture unit root test were taken by logarithm of the variables and more stable series were obtained.As a result,the purchasing power parity was found to be valid in the relevant period.
其他摘要：Bu çalışmada,literatürde birçok çalışmaya konu edilmiş döviz kuru belirleme yöntemlerinden satın alma gücü paritesi test edilmiştir.Satın Alma Gücü paritesi Gustov Cassel tarafından ortaya atılmış en çok tartışılan ve test edilen model olmuştur.Çalışmada,
关键词：Purchasing Power Parity;Exchange Rate;Non-Traditional Monetary Policy;Unit Root Tests;Structural Rupture Unit Root Tests
其他关键词：Satın Alma Gücü Paritesi;Döviz Kuru;Geleneksel Olmayan Para Politikası;Birim Kök Testleri;Yapısal Kırılmalı Birim Kök Testleri
