Makroekonomik Gostergelerin Doviz Kurlari Uzerine Etkisi

Pınar Özbay Özlü and Deren Ünalmış

CBT Research Notes in Economics from Research and Monetary Policy Department, Central Bank of the Republic of Turkey

Abstract: [TR] Bu calismada gecmise donuk olarak derlenen Reuters beklenti anketi verileri ve gercek zamanli veriler kullanilarak Turkiye’de makroekonomik degiskenlere iliskin surprizlerin doviz kurlari uzerindeki etkileri 5 Ocak 2004- 18 Temmuz 2012 donemi icin incelenmistir. Bulgular, Turk lirasinin degerinin cari acik ve para politikasi surprizlerine tepki verdigini gostermektedir. [EN] In this study, we use historical Reuters surveys and real-time data in order to investigate the effect of economic fundamentals on exchange rates in Turkey for the period : January 5, 2004- July 18, 2012. The empirical evidence suggests that current account and monetary policy surprises in Turkey have been effective on daily changes in the value of the Turkish lira.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:tcb:econot:1221

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