| dc.contributor.author | Alptekin, Nesrin | |
| dc.contributor.editor | Ardil, C | |
| dc.date.accessioned | 2019-10-20T21:12:38Z | |
| dc.date.available | 2019-10-20T21:12:38Z | |
| dc.date.issued | 2007 | |
| dc.identifier.issn | 1307-6884 | |
| dc.identifier.uri | https://hdl.handle.net/11421/19038 | |
| dc.description | Conference of the World-Academy-of-Science-Engineering-and-Technology -- MAY 25-27, 2007 -- Vienna, AUSTRIA | en_US |
| dc.description | WOS: 000260423500054 | en_US |
| dc.description.abstract | The characterization of real exchange rate series as random in nature has been questioned in recent times by the application of some new statistical tools. This paper analysis long memory of foreign exchange rate US Dollar (USD) against the New Turkish Lira (TRL). The KPSS statistic, the Modified R/S statistic and the modified variance V/S statistic are used to detect long memory property of the series. Application of these tests suggests that USD/TRL real exchange rate movement shows evidence of long memory. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | World Acad Sci, Eng & Tech-Waset | en_US |
| dc.relation.ispartofseries | Proceedings of World Academy of Science Engineering and Technology | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Long Memory | en_US |
| dc.subject | Hurst Exponent | en_US |
| dc.subject | Kpss Statistic | en_US |
| dc.subject | Modified R/S Statistic | en_US |
| dc.subject | V/S Statistic | en_US |
| dc.title | Long Memory Analysis of USD/TRL Exchange Rate | en_US |
| dc.type | conferenceObject | en_US |
| dc.relation.journal | Proceedings of World Academy of Science, Engineering and Technology, Vol 21 | en_US |
| dc.contributor.department | Anadolu Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü | en_US |
| dc.identifier.volume | 21 | en_US |
| dc.identifier.startpage | 298 | en_US |
| dc.identifier.endpage | 300 | en_US |
| dc.relation.publicationcategory | Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı | en_US] |
