文章基本信息

标题：DO OIL PRICES AFFECT THE USD/YTL EXCHANGE RATE: EVIDENCE FROM TURKEY
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作者：Ozturk, Ilhan ; Feridun, Mete ; Kalyoncu, Huseyin 等
期刊名称：Economic Trends and Economic Policy
印刷版ISSN：1330-187X
出版年度：2008
卷号：18
期号：115
页码：48-61
出版社：The Institute of Economics and Ministry of Finance of the Republic of Croatia
摘要：This study aims at investigating the link between international oil prices and the exchange rate in the case of a small open industrial economy without oil resources – Turkey. Johansen cointegration and Granger causality tests are used to analyze the relationship between oil prices and the exchange rate in the period 1982:12-2006:5. We find that international real crude oil prices Granger cause the USD/YTL real exchange rate.
关键词：oil price; exchange rate; Granger causality; cointegration; Turkey