Testing the Validity of PPP Theory for Turkey: Nonlinear Unit Root Testing

dc.authorwosidSARAC, Taha Bahadir / R-2673-2019
dc.contributor.authorKaragoz, Kadir
dc.contributor.authorSarac, T. Bahadir
dc.date.accessioned2021-11-01T14:58:17Z
dc.date.available2021-11-01T14:58:17Z
dc.date.issued2016
dc.department[Belirlenecek]
dc.description5th Istanbul Conference of Economics and Finance -- JUN 06-07, 2016 -- Yildiz Tech Univ, Istanbul, TURKEY
dc.description.abstractReal exchange rate movements are crucial for a country's competitiveness, trade flows and testing the validity of Purchasing Power Parity (PPP) theory. So far ample of studies have examined the issue of whether or not PPP holds in Turkey by employing various methods. In this study we examined the validity of PPP theory for Turkey between January 2003 and June 2014, and we concluded that purchasing power parity theory is not valid according to the results of nonlinear unit root test. (C) 2016 The Authors. Published by Elsevier B.V.
dc.description.sponsorshipIstanbul Econ & Finance Assoc, Isik Univ, Galatasaray Univen_US
dc.identifier.doi10.1016/S2212-5671(16)30217-9
dc.identifier.endpage467en_US
dc.identifier.issn2212-5671
dc.identifier.startpage458en_US
dc.identifier.urihttps://doi.org/10.1016/S2212-5671(16)30217-9
dc.identifier.urihttps://hdl.handle.net/11491/6569
dc.identifier.volume38en_US
dc.identifier.wosWOS:000386630100046
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.institutionauthor[Belirlenecek]
dc.language.isoen
dc.publisherElsevier Science Bv
dc.relation.ispartof5Th Istanbul Conference Of Economics And Finance
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectPurchasing power parity theoryen_US
dc.subjectnonlinear unit root testen_US
dc.subjectTurkeyen_US
dc.titleTesting the Validity of PPP Theory for Turkey: Nonlinear Unit Root Testing
dc.typeConference Object

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