Çalışmanın amacı, Türkiye ekonomisi açısından önemli olduğu kabul edilen konut sektörü ile yine ülke açısından belirleyici bir makro değişken olan döviz kuru ilişkilerini ekonometrik yöntemlerle analiz ederek belirlemektir. Analiz için “konut fiyat endeksi” ve “reel döviz kuru” serilerine Dolado-Lütkepohl nedensellik testi uygulanmıştır. Çalışmada nedensellik analizi uygulanırken seriler pozitif ve negatif bileşenlerine ayrılmıştır. Böylece söz konusu bileşenler arasındaki nedensellik sınanırken, asimetrik nedensellik testi yöntemiyle analiz daha duyarlı bir düzeyde gerçekleştirilmiştir. Analiz sonucunda, Türkiye açısından döviz kurunun konut fiyatları üstünde daha etkili olduğu sonucuna ulaşılmıştır.
The aim of the study is to determine the currency ratio with the housing sector considered important in terms of the Turkish economy, which is again a determining macro variable in terms of the country, by analyzing the currency ratio by econometric methods. For analysis, the Dolado-Lütkepohl causality test was applied to the series of "home price index" and "real currency rate". When the cause analysis is applied in the study, the series is divided into positive and negative components. Thus, while the causality between the components in question is tested, the analysis is performed at a more sensitive level with the method of the asymmetric causality test. According to the analysis, the exchange rate in Turkey is more effective over housing prices.
The aim of this study is to determine and analyse the relations between the housing sector, which is considered to be an important sector in the Turkish economy, and the exchange rate, an important macro variable for Turkey, by econometric methods. Dolado-Lütkepohl causality test was applied to the “house price index” and “real exchange rate” series for the analysis. Positive and negative components of the series were obtained to apply causality analysis. Thus, while the causality between these components was tested, the analysis was carried out at a more sensitive level with the asymmetric causality test method. As a result of the analysis, it has been concluded that the exchange rate is more effective on house prices in Turkey.
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
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