Asymmetric behavior of exchange rate pass through in Turkey

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buir.advisorÖzlale, Ümit
dc.contributor.authorŞen, Bahar
dc.date.accessioned2016-01-08T18:12:03Z
dc.date.available2016-01-08T18:12:03Z
dc.date.issued2009
dc.departmentDepartment of Economicsen_US
dc.descriptionAnkara : The Department of Economics, Bilkent University, 2009.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 2009.en_US
dc.descriptionIncludes bibliographical references leaves 43-48.en_US
dc.description.abstractThis thesis investigates the presence of asymmetry in pass through from exchange rates to manufacturing industry prices in Turkey. In the analysis, to detect a possible nonlinear response of prices, threshold regression models are employed. The results indicate that reactions of prices to exchange rate movements differ depending on the aggregate demand conditions. In particular, when the economy is booming, exchange rate changes are transmitted into prices in a larger extent. On the other hand, during slowdowns, fluctuations of exchange rates are not reflected on prices and past inflation has more important role in determining prices.en_US
dc.description.degreeM.A.en_US
dc.description.provenanceMade available in DSpace on 2016-01-08T18:12:03Z (GMT). No. of bitstreams: 1 0003971.pdf: 561054 bytes, checksum: 116ac119ecb4c9b54983c08bf4ad32cc (MD5)en
dc.description.statementofresponsibilityŞen, Baharen_US
dc.format.extentviii, 48 leavesen_US
dc.identifier.urihttp://hdl.handle.net/11693/15005
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectExchange Rate Pass Throughen_US
dc.subjectThreshold Regression Modelsen_US
dc.subjectInflationen_US
dc.subject.lccHG3968.25 .S46 2009en_US
dc.subject.lcshForeign exchange rates--Turkey--Mathematical models.en_US
dc.subject.lcshInterest rates--Turkey.en_US
dc.subject.lcshExchange rates--Turkey--Mathematical models.en_US
dc.subject.lcshInflation--Turkey.en_US
dc.titleAsymmetric behavior of exchange rate pass through in Turkeyen_US
dc.typeThesisen_US

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