In this study, interest rate and exchange rate dynamics and their impact on stock returns were examined in Turkey between the periods of 1997:01-2013:05 with ADF, PP and KPSS unit root tests, impulse-response and variance decomposition analysis build upon VAR model and Granger causality...

In this study; it is investigated that gross domestic product (GDP), foreign direct investment (FDI) and aggregate credits (CR) relationship of seven developing countries over the period of 1982-2010. Firstly, CDLM tests were applied to detect the cross-sectional dependency. Then, SURADF and...

In this study, it was analyzed if there is a long term relationship among the nominal exchange rate and monetary fundamentals within the periods of 1998:1-2011:2 in Turkey. This relationship has been analysed by using structural VAR(SVAR) model. Besides, Granger causality test and...

In this paper aims to investigate the asymmetric relationship between nominal-real exchange rate and foreign exchange reserves of Central Bank in Turkey over the period of 2003:01-2014:01. The study benefits from the recent advance in the nonlinear time series econometric analysis and carries...

In this study, countries were analyzed between 1990 and 2011 in order to determine whether a causal relationship exists among current account deficit, GDP, foreign direct investment, and total credits of G7. Analysis took into account the cross-sectional dependence and was applied to test the...

Bu calismada, 1990:M01-2012:M09 doneminde Turkiye’nin; Fransa, Almanya, Hollanda, Italya, Ispanya, Ingiltere, Belcika, Luksemburg, Danimarka, Rusya Federasyonu, ABD, Iran, Suudi Arabistan, Cin, Birlesik Arap Emirlikleri ve Irak ile gerceklestir-mis oldugu ithalat ve ihracat...

Crude oil price is a critical cost factor for manufacturing industries that are of vital importance for economic growth. This study examines the relationship between crude oil prices and the indices of seven Turkish manufacturing sub-sectors over the period 1997:01-2009:12. The error correction...

Interregional socio-economic development differences is seen in Turkey as in other countries. Generally, particularly Eastern Anatolia, Mountainous regions of the Black Sea and some regions of Southeastern Anatolia are well below of Turkey’s average income in terms of income, employment and...