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HİSSE SENEDİ FİYATLARI İLE DÖVİZ KURU VE KONUT FİYAT ENDEKSİ ARASINDAKİ NEDENSELLİK İLİŞKİSİ

2022

Journal:

Akademik Yaklaşımlar Dergisi

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DOI:

Abstract:

Bu çalışmada, hisse senedi fiyatları, döviz kuru ve konut fiyatları arasındaki nedensellik ilişkisi Türkiye özelinde ampirik olarak analiz edilmiştir. 2013:M3 – 2022:M1 dönemine ait aylık veriler kullanılarak, BIST100 endeksi, BIST İnşaat endeksi, USD/TL kuru ve Konut Fiyat endeksi arasındaki nedensellik ilişkisi araştırılmıştır. Seçilen değişkenler arasındaki ilişki Granger Nedensellik testi ile analiz edilmiştir. Bulgulara göre, BIST100 endeksi ile konut fiyat endeksi arasında, BIST İnşaat endeksi ile konut fiyat endeksi ve dolar kuru ile konut fiyat endeksi arasında çift yönlü nedenselliğin varlığı tespit edilmiştir. Dolar kuru ile BIST100 endeksi arasında, dolar kuru ile İnşaat endeksi arasında, BIST100 endeksi ile İnşaat endeksi arasında nedensellik ilişkisine rastlanmamıştır. Konut fiyatlarını etkilemek isteyen politika yapıcıların dolar kuru ve hisse senedi fiyatlarını da göz önünde bulundurması gerektiği ifade edilebilir.

Keywords:

Causality Relationship Between Stock Prices, Exchange Rate and House Price Index

2022

Journal:

Akademik Yaklaşımlar Dergisi

Author:

DOI:

10.54688/ayd.1109039

Abstract:

In this study, the causal relationship between stock prices, exchange rates and house prices has been empirically analyzed in Turkey. The causality relationship was investigated with 107 monthly data covering the period 2013:M3 – 2022:M1 using BIST100 index, BIST Construction index, USD/TL rate and Housing Price index. The relationship between the selected variables was analyzed by Granger Causality analysis. According to the findings, bidirectional causality was found between BIST100 index and housing price index, between BIST Construction index and housing price index, and between dollar exchange rate and housing price index. No causal relationship was found between the dollar rate and the BIST100 index, between the dollar rate and the Construction index, and between the BIST100 index and the Construction index. It can be stated that policy makers who want to affect housing prices should also consider the dollar rate and stock prices.

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Akademik Yaklaşımlar Dergisi

Field : Sosyal, Beşeri ve İdari Bilimler

Journal Type : Uluslararası

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Article : 285

Cite : 2.044

2023 Impact : 0.32

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HİSSE SENEDİ FİYATLARI İLE DÖVİZ KURU VE KONUT FİYAT ENDEKSİ ARASINDAKİ NEDENSELLİK İLİŞKİSİ

2022

Journal:

Akademik Yaklaşımlar Dergisi

Author:

DOI:

10.54688/ayd.1109039

Abstract:

Keywords:

Causality Relationship Between Stock Prices, Exchange Rate and House Price Index

2022

Journal:

Akademik Yaklaşımlar Dergisi

Author:

DOI:

10.54688/ayd.1109039

Abstract:

Keywords:

Citation Owners

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

Akademik Yaklaşımlar Dergisi

Metrics

User Guide

Menu

Mendeley

Endnote

HİSSE SENEDİ FİYATLARI İLE DÖVİZ KURU VE KONUT FİYAT ENDEKSİ ARASINDAKİ NEDENSELLİK İLİŞKİSİ

2022

Journal:

Akademik Yaklaşımlar Dergisi

Author:

DOI:

10.54688/ayd.1109039

Abstract:

Keywords:

Causality Relationship Between Stock Prices, Exchange Rate and House Price Index

2022

Journal:

Akademik Yaklaşımlar Dergisi

Author:

DOI:

10.54688/ayd.1109039

Abstract:

Keywords:

Citation Owners

Attention! To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus AccessIf you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

Akademik Yaklaşımlar Dergisi

Metrics

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

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