Causal relations among macroeconomic variables under various exchange rate levels: an implementation of threshold vector autoregression model

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dc.authorid0000-0002-3893-4015
dc.authorid0000-0002-7981-3121
dc.authorid0000-0001-9076-2102
dc.contributor.authorTeker, Dileken_US
dc.contributor.authorTeker, Suaten_US
dc.contributor.authorAykaç, Alp, Elçinen_US
dc.date.accessioned2025-12-22T08:10:12Z
dc.date.available2025-12-22T08:10:12Z
dc.date.issued2018-07-04
dc.departmentIşık Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümüen_US
dc.departmentIşık University, Faculty of Economics and Administrative Sciences, Department of Managementen_US
dc.description.abstractThe paper examines interaction between selected macroeconomic determinants such as exchange rates, stock exchange market indexes, gold prices, money supply and inflation rates. Considering a nonlinear relationships in various macroeconomic indicators, a threshold vector autoregression (AVR) model is implemented. The data covers a period from 2003:01 to 2017:07. The results of the analysis points out the relationship between those macroeconomic indicators above and below the specific threshold value for exchange rate. The estimations indicate that policy maker may use monetary variables as policy variable for the stability of this system if they do not ignore the level of exchange rate.en_US
dc.description.versionPublisher's Versionen_US
dc.identifier.citationTeker, D., Teker, S. & Aykaç, Alp, E. (2018). Causal relations among macroeconomic variables under various exchange rate levels: an implementation of threshold vector autoregression model. International Journal of Economics and Financial Issues, 8(4), 177-184.en_US
dc.identifier.endpage184
dc.identifier.issn2146-4138
dc.identifier.issue4
dc.identifier.startpage177
dc.identifier.urihttps://hdl.handle.net/11729/6848
dc.identifier.urihttps://econjournals.com/index.php/ijefi/article/view/6492
dc.identifier.volume8
dc.institutionauthorTeker, Dileken_US
dc.institutionauthorTeker, Suaten_US
dc.institutionauthorid0000-0002-3893-4015
dc.institutionauthorid0000-0002-7981-3121
dc.language.isoenen_US
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.publisherEconJournalsen_US
dc.relation.ispartofInternational Journal of Economics and Financial Issuesen_US
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCausal relationsen_US
dc.subjectThreshold vector autoregression modelen_US
dc.subjectExchange rate transmissionen_US
dc.titleCausal relations among macroeconomic variables under various exchange rate levels: an implementation of threshold vector autoregression modelen_US
dc.typeArticleen_US
dspace.entity.typePublicationen_US

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