Satınalma Gücü Paritesi Teorisinin Kırılgan Ekonomiler İçin İncelenmesi: Fourıer Durağanlık ve Eşbütünleşme Analizleri


Özet Görüntüleme: 121 / PDF İndirme: 68

Yazarlar

DOI:

https://doi.org/10.5281/zenodo.10050720

Anahtar Kelimeler:

Satınalma Gücü Paritesi, Kırılgan Ekonomiler, Reel Döviz Kuru, Fourier Tahminleri

Özet

Bu çalışma satınalma gücü paritesi teorisinin geçerliliğini kırılgan ekonomiler olarak nitelendirilen Brezilya, Endonezya, Güney Afrika, Hindistan ve Türkiye için zayıf ve güçlü formda araştırmayı amaçlamaktadır. Analizler 1980:1-2022:4 çeyreklik gözlemleri kapsamaktadır. Bu kapsamda satınalma gücü paritesinin güçlü formu geleneksel (ADF ve PP) ve Fourier fonksiyonlu (Fourier KPSS) birim kök testleri ile incelenmektedir. Buna göre, geleneksel birim kök testinden elde edilen bulgular neredeyse tüm ülkeler için satınalma gücü paritesi teorisinin geçersizliğini ortaya koymaktadır. Buna karşın Fourier KPSS birim kök testi sonuçları ise bütün ülkeler için söz konusu teorinin geçerli olduğuna işaret etmektedir. Diğer taraftan satınalma gücü paritesinin zayıf formunu test etmeye yönelik analizler Tsong vd. (2016) tarafından geliştirilen Fourier Shin eşbütünleşme testi ile gerçekleştirilmektedir. Elde edilen bulgular Hindistan dışında yer alan tüm ülkeler için satınalma gücü paritesi teorisinin geçerli olduğunu ortaya koymaktadır. Fourier fonksiyonlu test yöntemleri satınalma gücü paritesinin geçerliliği konusunda diğer yöntemlere göre daha fazla kanıt sunmaktadır.

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Yayınlanmış

2023-09-21

Nasıl Atıf Yapılır

KARDAŞLAR , A. (2023). Satınalma Gücü Paritesi Teorisinin Kırılgan Ekonomiler İçin İncelenmesi: Fourıer Durağanlık ve Eşbütünleşme Analizleri. PEARSON JOURNAL, 8(25), 733–747. https://doi.org/10.5281/zenodo.10050720

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