-
2
-
-
33645377799
-
Foreign exchange reserves in East Asia: why the high demand?
-
Aizenman J., and Marion N. Foreign exchange reserves in East Asia: why the high demand?. FRBSF Economic Letter 11 (2003) 1-3
-
(2003)
FRBSF Economic Letter
, vol.11
, pp. 1-3
-
-
Aizenman, J.1
Marion, N.2
-
4
-
-
0031412341
-
Currency substitution and exchange rate instability: the Turkish case
-
Akçay O.C., Alper C.E., and Karasulu M. Currency substitution and exchange rate instability: the Turkish case. European Economic Review 41 (1997) 827-835
-
(1997)
European Economic Review
, vol.41
, pp. 827-835
-
-
Akçay, O.C.1
Alper, C.E.2
Karasulu, M.3
-
5
-
-
37349101659
-
The term structure of volatility in the Turkish foreign exchange: implications for option pricing and hedging decision
-
Aysoy C., and Balaban E. The term structure of volatility in the Turkish foreign exchange: implications for option pricing and hedging decision. Central Bank of the Republic of Turkey Discussion Paper vol. 9613 (1996) 379-400
-
(1996)
Central Bank of the Republic of Turkey Discussion Paper
, vol.9613
, pp. 379-400
-
-
Aysoy, C.1
Balaban, E.2
-
7
-
-
0037269162
-
Exchange rate risk and interest rate: a case study of Turkey
-
Berument H., and Günay A. Exchange rate risk and interest rate: a case study of Turkey. Open Economies Review 14 (2003) 19-27
-
(2003)
Open Economies Review
, vol.14
, pp. 19-27
-
-
Berument, H.1
Günay, A.2
-
8
-
-
0842290974
-
Effects of the real exchange rate on output and inflation: evidence from Turkey
-
Berument H., and Paşaoǧullari{dotless} M. Effects of the real exchange rate on output and inflation: evidence from Turkey. Developing Economies 41 4 (2003) 401-435
-
(2003)
Developing Economies
, vol.41
, Issue.4
, pp. 401-435
-
-
Berument, H.1
Paşaoǧullari, M.2
-
9
-
-
10844294344
-
The effects of exchange rate risk on economic performance: the Turkish experience
-
Berument H., and Dinçer N. The effects of exchange rate risk on economic performance: the Turkish experience. Applied Economics 36 (2004) 2429-2441
-
(2004)
Applied Economics
, vol.36
, pp. 2429-2441
-
-
Berument, H.1
Dinçer, N.2
-
12
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey D.A., and Fuller W.A. Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74 (1979) 427-431
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
13
-
-
0037145539
-
Estimating the impact of exchange rate volatility on exports: evidence from Asian countries
-
Doǧanlar M. Estimating the impact of exchange rate volatility on exports: evidence from Asian countries. Applied Economics Letters 9 (2002) 859-863
-
(2002)
Applied Economics Letters
, vol.9
, pp. 859-863
-
-
Doǧanlar, M.1
-
14
-
-
52349097294
-
Türkiye'de döviz kuru dinamiklerinin belirlenmesinde Parasalci{dotless} Yaklaşi{dotless}m ve eşbütünleşme yöntemiyle si{dotless}nama
-
Dülger F., and Cin M.F. Türkiye'de döviz kuru dinamiklerinin belirlenmesinde Parasalci{dotless} Yaklaşi{dotless}m ve eşbütünleşme yöntemiyle si{dotless}nama. METU Studies in Development 29 1-2 (2002) 47-68
-
(2002)
METU Studies in Development
, vol.29
, Issue.1-2
, pp. 47-68
-
-
Dülger, F.1
Cin, M.F.2
-
15
-
-
0000013567
-
Cointegration and error correction: representation, estimation and testing
-
Engle R.F., and Granger C.W.J. Cointegration and error correction: representation, estimation and testing. Econometrica 55 (1987) 251-276
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
16
-
-
27144530871
-
Large hoardings of international reserves: are they worth it?
-
Garcia P., and Soto C. Large hoardings of international reserves: are they worth it?. Central Bank of Chile Working Paper vol. 299 (2004) 1-40
-
(2004)
Central Bank of Chile Working Paper
, vol.299
, pp. 1-40
-
-
Garcia, P.1
Soto, C.2
-
17
-
-
84981566273
-
Developments in the study of cointegrated economic variables
-
Granger C.W.J. Developments in the study of cointegrated economic variables. Oxford Bulletin of Economics and Statistics 48 (1986) 213-228
-
(1986)
Oxford Bulletin of Economics and Statistics
, vol.48
, pp. 213-228
-
-
Granger, C.W.J.1
-
18
-
-
0008312427
-
Residual-based tests for cointegration in models with regime shifts
-
Gregory A.W., and Hansen B.E. Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics 70 (1996) 99-126
-
(1996)
Journal of Econometrics
, vol.70
, pp. 99-126
-
-
Gregory, A.W.1
Hansen, B.E.2
-
19
-
-
37349103862
-
How should emerging economies manage their foreign exchange reserves?
-
Gupta A., and Agarwal R. How should emerging economies manage their foreign exchange reserves?. Economics Working Paper Archive (Econ WPA) vol. 0401005 (2004)
-
(2004)
Economics Working Paper Archive (Econ WPA)
, vol.0401005
-
-
Gupta, A.1
Agarwal, R.2
-
20
-
-
37349074449
-
The dynamics of real interest rates, real exchange rates and the balance of payments in China: 1980-2002
-
Jin Z. The dynamics of real interest rates, real exchange rates and the balance of payments in China: 1980-2002. IMF Working Paper vol. WP/03/67 (2003)
-
(2003)
IMF Working Paper
, vol.WP-03-67
-
-
Jin, Z.1
-
22
-
-
0012147139
-
Turkey' trade balance in the short and the long-run: error correction modeling and cointegration
-
Kale P. Turkey' trade balance in the short and the long-run: error correction modeling and cointegration. International Trade Journal 15 1 (2001) 27-56
-
(2001)
International Trade Journal
, vol.15
, Issue.1
, pp. 27-56
-
-
Kale, P.1
-
23
-
-
37349006596
-
Exchange rate uncertainty in Turkey and its impact on export volume
-
Kasman A., and Kasman S. Exchange rate uncertainty in Turkey and its impact on export volume. METU Studies in Development 32 1 (2005) 41-58
-
(2005)
METU Studies in Development
, vol.32
, Issue.1
, pp. 41-58
-
-
Kasman, A.1
Kasman, S.2
-
24
-
-
0034780337
-
The empirics of foreign reserves
-
Lane P.R., and Burke D. The empirics of foreign reserves. Open Economies Review 12 4 (2001) 423-434
-
(2001)
Open Economies Review
, vol.12
, Issue.4
, pp. 423-434
-
-
Lane, P.R.1
Burke, D.2
-
25
-
-
1642562216
-
Demand for international reserves and exchange-rate intervention policy in an adjustable-peg economy
-
Levy V. Demand for international reserves and exchange-rate intervention policy in an adjustable-peg economy. Journal of Monetary Economics 11 1 (1983) 89-101
-
(1983)
Journal of Monetary Economics
, vol.11
, Issue.1
, pp. 89-101
-
-
Levy, V.1
-
26
-
-
0002378331
-
Critical values for cointegration tests
-
Engle R.F., and Granger C.W.J. (Eds), Oxford University Press, New York
-
MacKinnon J.G. Critical values for cointegration tests. In: Engle R.F., and Granger C.W.J. (Eds). Long Run Economic Relationships: Readings in Cointegration (1991), Oxford University Press, New York
-
(1991)
Long Run Economic Relationships: Readings in Cointegration
-
-
MacKinnon, J.G.1
-
27
-
-
0348196519
-
Determinants of the long-run equilibrium real exchange rate: an analytical model
-
Hinkle L., and Montiel P. (Eds), Oxford University Press, New York
-
Montiel P. Determinants of the long-run equilibrium real exchange rate: an analytical model. In: Hinkle L., and Montiel P. (Eds). Exchange Rate Misalignment: Concepts and Measurement for Developing Countries (1999), Oxford University Press, New York
-
(1999)
Exchange Rate Misalignment: Concepts and Measurement for Developing Countries
-
-
Montiel, P.1
-
28
-
-
2342637734
-
The relationship between the real exchange rate and balance of payments: empirical evidence for China from cointegration and causality testing
-
Narayan P.K., and Smyth R. The relationship between the real exchange rate and balance of payments: empirical evidence for China from cointegration and causality testing. Applied Economics Letters 11 (2004) 287-291
-
(2004)
Applied Economics Letters
, vol.11
, pp. 287-291
-
-
Narayan, P.K.1
Smyth, R.2
-
29
-
-
4644344529
-
Measuring exchange rate misalignment in Turkey
-
Özlale Ü., and Yeldan E. Measuring exchange rate misalignment in Turkey. Applied Economics 36 (2004) 1839-1849
-
(2004)
Applied Economics
, vol.36
, pp. 1839-1849
-
-
Özlale, Ü.1
Yeldan, E.2
-
30
-
-
37349011190
-
Exchange market pressure in Turkey 1993-2004: an application of the Girton-Roper monetary model
-
Parlaktuna İ. Exchange market pressure in Turkey 1993-2004: an application of the Girton-Roper monetary model. International Economic Journal 19 1 (2005) 51-62
-
(2005)
International Economic Journal
, vol.19
, Issue.1
, pp. 51-62
-
-
Parlaktuna, I.1
-
31
-
-
0000899296
-
The great crash, the oil price shock, and the unit root hypothesis
-
Perron P. The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57 6 (1989) 1361-1401
-
(1989)
Econometrica
, vol.57
, Issue.6
, pp. 1361-1401
-
-
Perron, P.1
-
32
-
-
33646790699
-
Nonstationarity and level shifts with an application to purchasing power parity
-
Perron P., and Vogelsang T.J. Nonstationarity and level shifts with an application to purchasing power parity. Journal of Business and Economic Statistics 10 (1992) 301-320
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 301-320
-
-
Perron, P.1
Vogelsang, T.J.2
-
33
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips P.C.B., and Perron P. Testing for a unit root in time series regression. Biometrika 75 (1988) 335-346
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
34
-
-
37349111469
-
Modelling the volatility in the Central Bank reserves in an emerging market setting
-
Salman F., and Salih A. Modelling the volatility in the Central Bank reserves in an emerging market setting. Central Bank of the Republic of Turkey Working Paper vol. 2 (1999) 1-35
-
(1999)
Central Bank of the Republic of Turkey Working Paper
, vol.2
, pp. 1-35
-
-
Salman, F.1
Salih, A.2
-
35
-
-
4544314367
-
Free float and stochastic volatility: the experience of a small open economy
-
Selçuk F. Free float and stochastic volatility: the experience of a small open economy. Physica. A, Statistical Mechanics and its Applications 342 3-4 (2004) 693-700
-
(2004)
Physica. A, Statistical Mechanics and its Applications
, vol.342
, Issue.3-4
, pp. 693-700
-
-
Selçuk, F.1
-
36
-
-
37349023293
-
Foreign exchange regime, the real exchange rate and current account sustainability: the case of Turkey
-
Togan S., and Ersel H. Foreign exchange regime, the real exchange rate and current account sustainability: the case of Turkey. Economic Research Forum Eleventh Annual Conference, Beirut, Lebanon, 14-16 December 2004 (2004)
-
(2004)
Economic Research Forum Eleventh Annual Conference, Beirut, Lebanon, 14-16 December 2004
-
-
Togan, S.1
Ersel, H.2
-
37
-
-
33747053015
-
Exchange rate volatility in Turkey and its effect on trade flows
-
Vergil H. Exchange rate volatility in Turkey and its effect on trade flows. Journal of Economic and Social Research 4 1 (2002) 83-99
-
(2002)
Journal of Economic and Social Research
, vol.4
, Issue.1
, pp. 83-99
-
-
Vergil, H.1
-
38
-
-
28444488750
-
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
-
Zivot E., and Andrews D.W.K. Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics 10 3 (1992) 251-270
-
(1992)
Journal of Business & Economic Statistics
, vol.10
, Issue.3
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|