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dc.contributor.authorVerberi, Can
dc.date.accessioned2022-07-04T16:42:17Z
dc.date.available2022-07-04T16:42:17Z
dc.date.issued2021
dc.identifier.citationVerberi C., "Real Effective Exchange Rate Forecasting in Covid-19 Pandemic: Evidence from Turkey", Beykent Üniversitesi Sosyal Bilimler Dergisi, cilt.2, sa.14, ss.25-39, 2021
dc.identifier.issn1307-5063
dc.identifier.otherav_f339a6a8-29ee-4dcc-835b-c71398d5c0d8
dc.identifier.othervv_1032021
dc.identifier.urihttp://hdl.handle.net/20.500.12627/185360
dc.identifier.urihttps://doi.org/10.18221/bujss.1013131
dc.identifier.urihttps://avesis.istanbul.edu.tr/api/publication/f339a6a8-29ee-4dcc-835b-c71398d5c0d8/file
dc.description.abstractThe globalization emerging in the post-World War II increases the integration of microeconomic economic players into the international trade and financial system. Hence, exchange rates gain importance for economic decision-making. The dismissal of the Bretton Woods agreement in 1973 caused governments to implement the flexible exchange rate regime. Therefore, reliable exchange rate forecasting has importance for developing countries having structural problems and underdeveloped financial systems. Moreover, reliable exchange rate forecasting is more complicated during the Covid-19 pandemic. This study aims at investigating the real effective exchange forecasting in the Covid-19 pandemic (2019M12-2021M08) by comparing the forecast power of ARCH and GARCH models. The analysis findings demonstrate that ARIMA(1,1,1) - ARCH(2) and ARIMA(1,1,1) - GARCH(2,1) models have a slight difference and are the best models for forecasting accuracy. According to the findings, the policy-makers and microeconomic players must decide on the ARIMA(1,1,1) - GARCH(2,1) model for real effective exchange rate forecasting during the Covid-19 pandemic.
dc.language.isotur
dc.subjectEconomics, Econometrics and Finance (miscellaneous)
dc.subjectOrganizational Behavior and Human Resource Management
dc.subjectGeneral Economics, Econometrics and Finance
dc.subjectSocial Sciences & Humanities
dc.subjectİstatistik
dc.subjectManagement Science and Operations Research
dc.subjectEconomics and Econometrics
dc.subjectEkonometri
dc.subjectSosyal ve Beşeri Bilimler
dc.subjectEKONOMİ
dc.subjectOPERASYON ARAŞTIRMA VE YÖNETİM BİLİMİ
dc.subjectEkonomi ve İş
dc.subjectSosyal Bilimler (SOC)
dc.titleReal Effective Exchange Rate Forecasting in Covid-19 Pandemic: Evidence from Turkey
dc.typeMakale
dc.relation.journalBeykent Üniversitesi Sosyal Bilimler Dergisi
dc.contributor.departmentİstanbul Üniversitesi , İktisat Fakültesi , İktisat Bölümü
dc.identifier.volume2
dc.identifier.issue14
dc.identifier.startpage25
dc.identifier.endpage39
dc.contributor.firstauthorID3422022


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