메뉴 건너뛰기




Volumn 7, Issue 5, 2000, Pages 285-291

Real exchange rate behaviour in high inflation countries: Empirical evidence from Turkey, 1980-1997

Author keywords

[No Author keywords available]

Indexed keywords

INFLATION; PURCHASING POWER PARITY; REAL EXCHANGE RATE;

EID: 0034100497     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048500351401     Document Type: Article
Times cited : (57)

References (28)
  • 1
    • 84977737410 scopus 로고
    • Purchasing power parity in the long run
    • Abuaf, N. and Jorion, P. (1990) Purchasing power parity in the long run, Journal of Finance, 45, 157-74.
    • (1990) Journal of Finance , vol.45 , pp. 157-174
    • Abuaf, N.1    Jorion, P.2
  • 2
    • 0031430367 scopus 로고    scopus 로고
    • Fiscal imbalances, capital inflows, and the real exchange rate: The case of Turkey
    • Agenor, P.-R., McDermott, J. and Ucer, M. (1997) Fiscal imbalances, capital inflows, and the real exchange rate: the case of Turkey, European Economic Review, 41, 819-25.
    • (1997) European Economic Review , vol.41 , pp. 819-825
    • Agenor, P.-R.1    McDermott, J.2    Ucer, M.3
  • 3
    • 38249032168 scopus 로고
    • The equilibrium pricing of exchange rates and assets when trade takes time
    • Benninga, S. and Protopapadakis, A. A. (1988) The equilibrium pricing of exchange rates and assets when trade takes time, Journal of International Economics, 7, 129-49.
    • (1988) Journal of International Economics , vol.7 , pp. 129-149
    • Benninga, S.1    Protopapadakis, A.A.2
  • 4
    • 0000522890 scopus 로고
    • Dynamic equilibrium and the real exchange rate in spatially separated world
    • Dumas, B. (1992) Dynamic equilibrium and the real exchange rate in spatially separated world, Review of Financial Studies, 5, 153-80.
    • (1992) Review of Financial Studies , vol.5 , pp. 153-180
    • Dumas, B.1
  • 5
    • 0002158185 scopus 로고    scopus 로고
    • Testing the adequacy of smooth transition autoregressive models
    • Eitrheim, O. and Teräsvirta, T. (1996) Testing the adequacy of smooth transition autoregressive models, Journal of Econometrics, 74, 59-75.
    • (1996) Journal of Econometrics , vol.74 , pp. 59-75
    • Eitrheim, O.1    Teräsvirta, T.2
  • 6
    • 0002729030 scopus 로고    scopus 로고
    • Exchange rate economics: What's wrong with the conventional macro approach?
    • (Eds) J. A. Frankel, G. Galli and A. Giovannini, Chicago University Press, Chicago
    • Flood, R. P. and Taylor, M. P. (1996) Exchange rate economics: what's wrong with the conventional macro approach? in The Microstructure of Foreign Exchange Markets, (Eds) J. A. Frankel, G. Galli and A. Giovannini, Chicago University Press, Chicago.
    • (1996) The Microstructure of Foreign Exchange Markets
    • Flood, R.P.1    Taylor, M.P.2
  • 7
    • 0000634137 scopus 로고
    • A monetary approach to the exchange rate: Doctrinal aspects and empirical evidence
    • Frankel, J. A. (1976) A monetary approach to the exchange rate: doctrinal aspects and empirical evidence, Scandinavian Journal of Economics, 78, 200-24.
    • (1976) Scandinavian Journal of Economics , vol.78 , pp. 200-224
    • Frankel, J.A.1
  • 11
    • 0030480824 scopus 로고    scopus 로고
    • Real exchange rate behavior: The recent float from the perspective of the past two centuries
    • Lothian, J. R. and Taylor, M. P. (1996) Real exchange rate behavior: the recent float from the perspective of the past two centuries, Journal of Political Economy, 104, 488-510.
    • (1996) Journal of Political Economy , vol.104 , pp. 488-510
    • Lothian, J.R.1    Taylor, M.P.2
  • 12
  • 13
    • 0001244268 scopus 로고
    • Real and nominal exchange rates in the long run: An empirical investigation
    • Mark, N. (1990) Real and nominal exchange rates in the long run: an empirical investigation, Journal of International Economics, 28, 115-36.
    • (1990) Journal of International Economics , vol.28 , pp. 115-136
    • Mark, N.1
  • 14
    • 0000017295 scopus 로고    scopus 로고
    • Transactions costs and nonlinear adjustment in real exchange rates: An empirical investigation
    • Michael, P., Nobay, A. R. and Peel, D. A. (1997) Transactions costs and nonlinear adjustment in real exchange rates: an empirical investigation, Journal of Political Economy, 105, 862-79.
    • (1997) Journal of Political Economy , vol.105 , pp. 862-879
    • Michael, P.1    Nobay, A.R.2    Peel, D.A.3
  • 15
    • 0010130401 scopus 로고    scopus 로고
    • Searching for stationarity: Purchasing power parity under the current float
    • Papell, D. H. (1996) Searching for stationarity: purchasing power parity under the current float, Journal of International Economics, 43, 313-32.
    • (1996) Journal of International Economics , vol.43 , pp. 313-332
    • Papell, D.H.1
  • 16
    • 77956888124 scopus 로고
    • Testing for a unit root in time series regression
    • June, 335-46
    • Phillips, P. and Perron, P. (1988) Testing for a unit root in time series regression, Biometrica, June, 335-46.
    • (1988) Biometrica
    • Phillips, P.1    Perron, P.2
  • 17
    • 0000786475 scopus 로고    scopus 로고
    • The purchasing power parity puzzle
    • Rogoff, R. (1996) The purchasing power parity puzzle, Journal of Economic Literature, 34, 647-68.
    • (1996) Journal of Economic Literature , vol.34 , pp. 647-668
    • Rogoff, R.1
  • 18
    • 0032349532 scopus 로고    scopus 로고
    • Real exchange rates under the recent float: Unequivocal evidence of mean reversion
    • Sarno, L. and Taylor, M. P. (1998) Real exchange rates under the recent float: unequivocal evidence of mean reversion, Economics Letters, 60, 131-37.
    • (1998) Economics Letters , vol.60 , pp. 131-137
    • Sarno, L.1    Taylor, M.P.2
  • 19
    • 84948866113 scopus 로고
    • An empirical examination of long-run purchasing power parity using cointegration techniques
    • Taylor, M. P. (1988) An empirical examination of long-run purchasing power parity using cointegration techniques, Applied Economics, 20, 1369-81.
    • (1988) Applied Economics , vol.20 , pp. 1369-1381
    • Taylor, M.P.1
  • 21
    • 12844268424 scopus 로고
    • Long-run purchasing parity in the 1920s
    • Taylor, M. P. and McMahon, P. C. (1988) Long-run purchasing parity in the 1920s, European Economic Review, 32, 179-97.
    • (1988) European Economic Review , vol.32 , pp. 179-197
    • Taylor, M.P.1    McMahon, P.C.2
  • 23
    • 0032462524 scopus 로고    scopus 로고
    • The behavior of real exchange rates during the post-bretton woods period
    • Taylor, M. P. and Sarno, L. (1998) The behavior of real exchange rates during the post-Bretton Woods period, Journal of International Economics, 46, 281-312.
    • (1998) Journal of International Economics , vol.46 , pp. 281-312
    • Taylor, M.P.1    Sarno, L.2
  • 26
    • 0013222540 scopus 로고    scopus 로고
    • Re-examine the long-run purchasing power parity hypothesis for a high inflation country: The case of Turkey 1980-93
    • Telatar, E. and Kazdagli, H. (1998) Re-examine the long-run purchasing power parity hypothesis for a high inflation country: the case of Turkey 1980-93, Applied Economics Letters, 5, 51-3.
    • (1998) Applied Economics Letters , vol.5 , pp. 51-53
    • Telatar, E.1    Kazdagli, H.2
  • 27
    • 84923053681 scopus 로고
    • Specification, estimation and evaluation of smooth transition autoregressive models
    • Teräsvirta, T. (1994) Specification, estimation and evaluation of smooth transition autoregressive models, Journal of the Americal Statistical Association, 89, 208-18.
    • (1994) Journal of the Americal Statistical Association , vol.89 , pp. 208-218
    • Teräsvirta, T.1
  • 28
    • 0003355455 scopus 로고    scopus 로고
    • Modelling economic relationships with smooth transition regressions
    • (Eds) D. E. A. Giles and A. Ullah, Marcel Dekker, New York
    • Teräsvirta, T. (1997) Modelling economic relationships with smooth transition regressions, in Handbook of Applied Economic Statistics, (Eds) D. E. A. Giles and A. Ullah, Marcel Dekker, New York.
    • (1997) Handbook of Applied Economic Statistics
    • Teräsvirta, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.