Do oil prices affect the USD/YTL exchange rate: Evidence from Turkey

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dc.contributor.authorOzturk I.
dc.contributor.authorFeridun M.
dc.contributor.authorKalyoncu H.
dc.date.accessioned2019-08-01T13:38:39Z
dc.date.available2019-08-01T13:38:39Z
dc.date.issued2008
dc.departmentNiğde ÖHÜ
dc.description.abstractThis study aims at investigating the link between international oil prices and the exchange rate in the case of a small open industrial economy without oil resources - Turkey. Johansen cointegration and Granger causality tests are used to analyze the relationship between oil prices and the exchange rate in the period 1982:12-2006:5. We find that international real crude oil prices Granger cause the USD/YTL real exchange rate.
dc.identifier.endpage61
dc.identifier.issn1330187X
dc.identifier.issue115
dc.identifier.scopus2-s2.0-49649091140
dc.identifier.scopusqualityN/A
dc.identifier.startpage48
dc.identifier.urihttps://hdl.handle.net/11480/1137
dc.identifier.volume18
dc.indekslendigikaynakScopus
dc.institutionauthor[0-Belirlenecek]
dc.language.isoen
dc.relation.ispartofPrivredna Kretanja i Ekonomska Politika
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectCointegration
dc.subjectExchange rate
dc.subjectGranger causality
dc.subjectOil price
dc.subjectTurkey
dc.titleDo oil prices affect the USD/YTL exchange rate: Evidence from Turkey
dc.typeArticle

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