%0 Journal Article
%T Analysis of Relationship Causality Between Exchange Rate and Inflation in Turkey
%A Dilek £¿AH£¿N
%J -
%D 2018
%X The main aim of this study is to analyzed the relationship between the real effective exchange rate and inflation in Turkey. A monthly data of 2003: 01-2018: 06 period was used in the study. The stability of variables is analyzed by structural unbreakable unit root test (ADF, PP) and a structural break (Zivot-Andrews) unit root test. Whether or not there is a long-term relationship between the variables is investigated by the Gregory-Hansen cointegration test. According to the results of the Gregory-Hansen cointegration test which there is a long-term relationship between the variables. It was analyzed causality relationship between variables with Breitung and Candelon Frequency Domain Causality Test and Balc£¿lar et al. (2010) Boostrap Rolling Windows Causality Test. It was seen that there is a long term causality from exchange rate to inflation in the Breitung and Candelon Frequency Domain Causality Test. It was observed between variables for different months in Balc£¿lar et al., (2010) Rolling Window Causality Test
%K D£¿viz Kuru
%K Enflasyon
%K Nedensellik Testi
%K Tš¹rkiye
%U http://dergipark.org.tr/cuiibfd/issue/42702/461345