Analysis of Exchange Rate Pass Through with Asymmetric Causality Tests in Turkey

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dc.authoridOzcan, Burcu/0000-0001-8800-8880;
dc.authorwosidOzcan, Burcu/V-9577-2018
dc.authorwosidtaş, şebnem/V-6747-2018
dc.contributor.authorBayat, Tayfur
dc.contributor.authorOzcan, Burcu
dc.contributor.authorTas, Sebnem
dc.date.accessioned2024-08-04T20:56:28Z
dc.date.available2024-08-04T20:56:28Z
dc.date.issued2015
dc.departmentİnönü Üniversitesien_US
dc.description.abstractIn this study, we focused on the relationship between structural breaks and causality in order to reveal the exchange rate pass-through effect over the period January 2003 to December 2013 in Turkey. The traditional univariate unit root tests such as Dickey-Fuller (1979) test, Phillips-Perron (1988) test, and Zivot-Andrews (1992) test with one endonegous break were employed. Finally, the linear Granger causality test derived from the vector autoregressive model and the causality test developed by Breitung and Candelon (2006) were used. The results indicated that there is a structural break corresponds to the December 2007. According to the results of empirical analysis, the implementation of floating exchange rate policy along with the inflation targeting strategy has led the stability of exchange rates. Therefore, it was concluded that there is no pass-through effect in the economy of Turkey.en_US
dc.identifier.endpage30en_US
dc.identifier.issn1306-6730
dc.identifier.issue2en_US
dc.identifier.startpage7en_US
dc.identifier.urihttps://hdl.handle.net/11616/102345
dc.identifier.volume10en_US
dc.identifier.wosWOS:000441976100001en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.language.isotren_US
dc.publisherEskisehir Osmangazi Univ, Fac Educationen_US
dc.relation.ispartofEskisehir Osmangazi Universitesi Iibf Dergisi-Eskisehir Osmangazi University Journal of Economics and Administrative Sciencesen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectExchange Rate Pass-Through Effecten_US
dc.subjectUnit Root Testsen_US
dc.subjectCausality in the Frequency Domainen_US
dc.subjectAsymmetric Causalityen_US
dc.titleAnalysis of Exchange Rate Pass Through with Asymmetric Causality Tests in Turkeyen_US
dc.typeArticleen_US

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