Google Arama Motoru ve Turk Lirasi-Dolar Kurunu Belirleyen Yapýsal Modeller

Levent Bulut ()
Additional contact information
Levent Bulut: Department of Economics, Ipek University

No 1501, IPEK Working Papers from Ipek University, Department of Economics

Abstract: Bu çalýþmada, Google arama kayýtlarý kullanýlarak yapýsal döviz kuru modellerinin makroekonomik belirleyenlerinin kýsa vadeli tahminleri (nowcast) elde edilmiþtir. Sadece Google arama kayýtlarý kullanýlarak yapýlan örneklem dýþý döviz getirisi tahminleri sabitli ve sabitsiz tesadüfi yürüyüþ modellerinden daha iyi performans göstermiþtir. Ayrýca, Google arama kayýtlarýndan Satýn-alma Gücü Paritesi ve Monetarist yapýsal döviz kuru modellerine denk gelen makroekonomik göstergelerle ilintili arama kayýtlarý o modellerde kullanýlan mevcut makro göstergelere eklendiðinde ise, yapýsal modeller tesadüfi yürüyüþ modelinden daha iyi performans göstermiþlerdir ki bu sonuçlar döviz kuru baðlantýsýzlýðý muammasý literatürü için önemli bir bulgudur. Döviz getirilerinin örneklem dýþý tahmin performanslarýndaki bu artýþý, gecikmeli makroekonomik verilerce tam olarak ölçülemeyen piyasa beklentilerinin Google arama kayýtlarýnca bir þekilde yakalanmasý olarak yorumlamak mümkündür.

Keywords: Meese-Rogoff Muammasý; Döviz-Kuru Baðlantýsýzlýðý Muammasý; Google Trends (search for similar items in EconPapers)
JEL-codes: C52 F31 F37 (search for similar items in EconPapers)
Pages: 28 pages
Date: 2015-07
New Economics Papers: this item is included in nep-cwa
References: Add references at CitEc
Citations:

Downloads: (external link)
http://econpapers.ipek.edu.tr/IpekWParchives/wp2015/wp1501Bulut.pdf First version, 2015 (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to econpapers.ipek.edu.tr:80 (This is usually a temporary error during hostname resolution and means that the local server did not receive a response from an authoritative server. )

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ipk:wpaper:1501

Access Statistics for this paper

More papers in IPEK Working Papers from Ipek University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Levent Bulut ( this e-mail address is bad, please contact ).