A time series analysis of prices and exchange rates in Europe towards the third stage of EMU

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buir.advisorSelçuk, Faruk
dc.contributor.authorArdıç, Oya Pınar
dc.date.accessioned2016-01-08T20:15:46Z
dc.date.available2016-01-08T20:15:46Z
dc.date.issued1998
dc.departmentDepartment of Economicsen_US
dc.descriptionAnkara : Institutes of Economics and Social Sciences of Bilkent University, 1998.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1998.en_US
dc.descriptionIncludes bibliographical references leaves 71-73en_US
dc.description.abstractThis thesis analysed prices and exchange rates of eleven EMU States using time series analysis. Among the criteria set by the Maastricht Treaty as requirements of participating in the euro zone, price stability and exchange rate convergence were examined. The answers for the questions such as whether or not the prices and exchange rates move together permanently, and the PPP hypothesis holds for euro against US dollar, Japanese yen and Turkish lira were investigated. For these purposes, real exchange rate indices for the euro zone were calculated using the data on prices and nominal exchange rates. The prices, bilateral nominal and real exchange rates of the EMU States were found to have a long-run equilibrium relationship among themselves. However, there was no evidence of PPP for euro against US dollar, Japanese yen and Turkish lira.en_US
dc.description.degreeM.A.en_US
dc.description.provenanceMade available in DSpace on 2016-01-08T20:15:46Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5)en
dc.description.statementofresponsibilityArdıç, Oya Pınaren_US
dc.format.extentviii, 88 leaves, graphicsen_US
dc.identifier.urihttp://hdl.handle.net/11693/18049
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectEMUen_US
dc.subjectpricesen_US
dc.subjectreal exchange rateen_US
dc.subjectnominal exchange rateen_US
dc.subjectunit rooten_US
dc.subjectcointegrationen_US
dc.subjectPPP hypothesisen_US
dc.subject.lccHG136 .A73 1998en_US
dc.subject.lcshMonetary unions--European Union countries.en_US
dc.subject.lcshMonetary policy--European Union countries.en_US
dc.subject.lcshFinance.en_US
dc.subject.lcshMoney.en_US
dc.titleA time series analysis of prices and exchange rates in Europe towards the third stage of EMUen_US
dc.typeThesisen_US

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Dept. of Economics - Master's degree