REEL DÖVİZ KURUNUN OTOREGRESİF ANALİZİ VE RASSAL GİDİŞ SÜRECİ

Türkiye'de yaygın talebi olan ABD Dolan ve Alman Markına ait 1980 - 1994 dönemini kapsayan nominal döviz kurları zaman serilerinin ( sırası ile DKTLS ve DKTLDM) grafiklerinin incelenmesi sonucu, serilerin sürekli arttığı ve bu artış seyrinin Türkiye TEFE (Toptan Eşya Fiat Endeksi) ve TEE (Tüketici Fiat Endeksi) endekslerinin seyri ile hemen hemen aynı olduğu gözlenmektedir, yani bir ortak hareket etme söz konusudur.
Anahtar Kelimeler:

Döviz, Otoregresif, Rassal

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