Long Term Validity of Monetary Exchange Rate Model: Evidence from Turkey
In this study, it was analyzed if there is a long term relationship among the nominal exchange rate and monetary fundamentals within the periods of 1998:1-2011:2 in Turkey. This relationship has been analysed by using structural VAR (SVAR) model. Besides, Granger causality test and Dolado-Lütkepohl...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Editura ASE Bucuresti
2014-03-01
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| Series: | Romanian Economic Journal |
| Subjects: | |
| Online Access: | http://www.rejournal.eu/article/long-term-validity-monetary-exchange-rate-model-evidence-turkey |