文章基本信息

标题：Empirical Analysis of the Relationship between Consumer Confidence Index and Exchange Rate in Turkey
其他标题：Türkiye’deki Tüketici Güven Endeksi ile Döviz Kuru Arasındaki İlişkinin Ampirik Analizi
本地全文：下载
作者：Mustafa İBİCİOĞLU ; Ayhan KAPUSUZOĞLU ; Mehmet Baha KARAN 等
期刊名称：İşletme Araştırmaları Dergisi
印刷版ISSN：1309-0712
出版年度：2013
卷号：5
期号：1
语种：English
出版社：Isarder
摘要：The aim of this study is to examine the short and long term relations between exchange rate and consumer confidence index. In the study,two variables in total are discussed as consumer confidence index and dollar selling rate and a data set consisting of 95 observations in a monthly frequency spanning the 2003:12-2011:12 period is applied for each variable within the analysis. The consumer confidence index is based on the index prepared by Turkey Statistics Institution (TSI) and Republic of Turkey Central Bank (RTCB). As for exchange rate the monthly average value of the Dollar selling rate is taken as basis. Examined the empirical findings obtained,it is observed that there is both a short-term and a long-term relation between consumer confidence index and exchange rate within the period investigated in Turkey. The findings can be interpreted in a way as that the exchange rate is one of the factors that shape consumers’ expectations regarding the future of the economy.
其他摘要：Bu çalışmanın amacı,döviz kuru ile tüketici güven endeksi arasındaki kısa ve uzun dönemli ilişkilerin incelenmesidir. Çalışmada,tüketici güven endeksi ve dolar satış kuru olmak üzere toplam iki değişken ele alınmış ve analiz kapsamında her bir değişken iç
关键词：Exchange Rate;Consumer Confidence Index;Cointegration;Causality
其他关键词：Döviz Kuru;Tüketici Güven Endeksi;Eşbütünleşme;Nedensellik