Atıf Sayısı
8
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20
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9
Abstract enIn our study, the question whether real exchange rates have long memory property or not is examined by the help of fractional integration analysis. In this respect, two different real exchange rate series for the Turkish lira, one is U.S.A. Dolarbased and the other is Euro-based, are constructed by using the monthly data for the period 2003:01 – 2013:07 and these series are tested within the ARFIMA model. Empirical findings show that the real exchange rate series which are fractionally integrated exhibit high persistence and long memory property
abstract enin ur study the question if real exchange rates have long memory property or note is examined by the help of fractional integration analysis ın this respect two different real exchange rate series for the turkish lira one is usa $based and the other is eurobased are using the monthly data for the period 200301 – 201307 and these series are tested in the arfima model empirical derivative show that the real exchange rate series which are fractionally integrated exhibits high persistentence and long memory property
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
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