BİST turizm endeksi ile dolar kuru, dolar endeksi ve petrol fiyatları arasındaki nedensellik ilişkisinin ampirik analizi

Kasım KİRACI

Makale detayları

BİST turizm endeksi ile dolar kuru, dolar endeksi ve petrol fiyatları arasındaki nedensellik ilişkisinin ampirik analizi

Yazarlar:

Kasım KİRACI

Yayıncı:

Erciyes University

Dergi:

Erciyes University Journal of Faculty of Economics and Administrative Sciences 2019 Issue 53, pp.73-86

Belge Tipi:

Makale

Yayın Tarihi:

6/2019

Belge Dili:

Türkçe

Document ID (Org No.):

2000411480

eISSN:

2630-6409

pISSN:

1301-3688

Özet:

 


The aim of this study is to reveal the causal relationship between the BIST (İstanbul Stock Exchange) Tourism Index and the dollar rate, dollar index and oil prices. For this purpose, causality analyzes were made by using the daily data of 01 January 2003 - 24 July 2018 period. Therefore, a total of 4060 observations for each variable were analyzed. In order to determine the causality relationship between these variables, in addition to the traditional Granger (1969) causality analysis, the asymmetrical causality analysis, which allows to reveal the asymmetrical causality relationship, was used. The findings of the study indicate that there is a significant Granger causality and asymmetric causality relation between variables that included in the analysis.

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Makale detayları

BİST turizm endeksi ile dolar kuru, dolar endeksi ve petrol fiyatları arasındaki nedensellik ilişkisinin ampirik analizi

Yazarlar: Kasım KİRACI

Yayıncı: Erciyes University

Dergi: Erciyes University Journal of Faculty of Economics and Administrative Sciences 2019 Issue 53, pp.73-86

Belge Tipi: Makale

Yayın Tarihi: 6/2019

Belge Dili: Türkçe

Document ID (Org No.): 2000411480

eISSN: 2630-6409

pISSN: 1301-3688

Sayı

Yazarlar:

Kasım KİRACI

Yayıncı:

Erciyes University

Dergi:

Erciyes University Journal of Faculty of Economics and Administrative Sciences 2019 Issue 53, pp.73-86

Belge Tipi:

Makale

Yayın Tarihi:

6/2019

Belge Dili:

Türkçe

Document ID (Org No.):

2000411480

eISSN:

2630-6409

pISSN:

1301-3688