Döviz Kuru Artışlarının Fiyatlara Geçiş Etkisi: Türkiye Örneği

DÖVİZ KURU ARTIŞLARININ FİYATLARA GEÇİŞ ETKİSİ: TÜRKİYE ÖRNEĞİ Ceren ALTUN Yüksek Lisans Tezi, İktisat Anabilim Dalı Tez Danışmanı: Prof. Dr. Osman PEKER 2020, XV+ 82 sayfa Bu çalışmada döviz kuru artışlarının fiyatlar üzerindeki geçiş etkisi 2003:Q1- 2020:Q1 yılları arasında incelenmiştir. Türkiye’nin 2003:Q1-2020:Q1 yılları arasındaki döviz kurunun fiyatlara geçiş etkisi, Engle-Granger Eş Bütünleşme ve Granger Nedensellik analizleri ile test edilmiştir. Türkiye‘de 2003:Q1-2020:Q1 yılları arasındaki reel efektif döviz kuru ve yurtiçi fiyat değişimleri grafik yardımıyla hem ayrı ayrı hem de her iki değişken birlikte ele alınarak incelenmiştir. Uygulanan ekonometrik modellerden Granger testi sonucunda döviz kurundan fiyatlara doğru tek yönlü bir nedensellik bulunmuştur. Engle-Granger testinde ise söz konusu değişkenlerin aralarında güçlü bir ilişki olduğu ve uzun dönemde birlikte hareket ettikleri tespit edilmiştir.İÇİNDEKİLER KABUL VE ONAY SAYFASI..............................................................................................iii BİLİMSEL ETİK BİLDİRİM SAYFASI...............................................................................iv ÖZET....................................................................................................................................... v ABSTRACT ...........................................................................................................................vi ÖNSÖZ..................................................................................................................................vii ŞEKİLLER DİZİNİ................................................................................................................xi TABLOLAR DİZİNİ.............................................................................................................xii GRAFİKLER DİZİNİ ..........................................................................................................xiii EKLER DİZİNİ....................................................................................................................xiv KISALTMALAR DİZİNİ ..................................................................................................... xv GİRİŞ....................................................................................................................................... 1 1. BÖLÜM.............................................................................................................................. 3 1. DÖVİZ KURU VE ENFLASYON İLE İLGİLİ KAVRAMSAL ÇERÇEVE.................... 3 1.1. Döviz Kuru ve Kavramı............................................................................................... 3 1.2. Döviz Kuru Türleri ...................................................................................................... 4 1.2.1. Nominal ve Reel Döviz Kuru ............................................................................ 4 1.2.2. Nominal ve Reel Efektif Döviz Kuru ................................................................ 6 1.3. Döviz Kuru Sistemleri ................................................................................................. 7 1.3.1. Sabit Döviz Kuru Sistemi .................................................................................. 8 1.3.2. Esnek Döviz Kuru Sistemi............................................................................... 10 1.4. Enflasyon Tanımı ve Kavramı................................................................................... 11 1.4.1. Enflasyon Türleri............................................................................................. 12 1.4.2. Yurtiçi Fiyat Değişimleri Karşısında Ulusal Paranın Değeri .......................... 16 2. BÖLÜM............................................................................................................................ 18 2. DÖVİZ KURUNDAN FİYATLARA GEÇİŞ ETKİSİ..................................................... 18 2.1. Döviz Kurundan Fiyatlara Geçiş Etkisinin Temel Özellikleri................................... 18 ix 2.2. Döviz Kurundaki Değişmelerin Fiyatlara Geçiş Aşamaları ...................................... 21 2.3. Döviz Kurundan Fiyatlara Geçiş Sürecini Açıklayan Kuramlar ............................... 23 2.3.1. Tek Fiyat Kanunu ............................................................................................ 23 2.3.2. Satın Alma Gücü Paritesi................................................................................. 25 2.3.2.1. Mutlak satın alma gücü paritesi .......................................................... 27 2.3.2.2. Nispi satın alma gücü paritesi ............................................................. 28 2.3.3. Portföy Dengesi Yaklaşımı.............................................................................. 29 2.3.4. Faiz Oranı Paritesi Koşulu............................................................................... 32 2.3.4.1. Güvenceli faiz oranı paritesi ............................................................... 32 2.3.4.2. Güvencesiz faiz oranı paritesi ............................................................. 34 2.4. Döviz Kurundaki Değişmelerin Fiyatları Etkileme Kanalları ................................... 35 2.4.1. Mal Piyasası Kanalıyla Etkileme..................................................................... 36 2.4.2. Faktör Fiyatları Yoluyla Etkileme ................................................................... 37 2.4.3. Geleceğe İlişkin Beklentiler ............................................................................ 37 2.4.4. Ödemeler Bilançosu Kanalı............................................................................. 38 2.4.5. Diğer Makroekonomik İşlemler ...................................................................... 39 2.5. Döviz Kuru ve Fiyatlar Genel Düzeyi İlişkisi ........................................................... 41 2.5.1. Türkiye’ de Döviz Kuru ve Fiyatlar Genel Düzeyi İlişkisi ............................. 42 2.5.2. Türkiye’ de Dış Ticaretin Gelişimi (2003-2019)............................................. 47 3. BÖLÜM............................................................................................................................ 51 3. DÖVİZ KURUNDAN FİYATLARA GEÇİŞ ETKİSİNE İLİŞKİN AMPİRİK LİTERATÜR ............................................................................................................... 51 3.1. Türkiye ve Seçilmiş Diğer Ülke Uygulamaları ve Kullanılan Yöntemler................. 51 3.2. Ampirik Analiz .......................................................................................................... 54 3.2.1. Rassal Yürüyüş Modeli (Random Walk)......................................................... 54 3.2.2. Temiz Dizi veya Beyaz Gürültü (White Noise) .............................................. 54 3.2.3. Durağanlık Testleri .......................................................................................... 54 3.2.4. Sahte Regresyon .............................................................................................. 57 x 3.3. Veri Seti, Model ve Yöntem...................................................................................... 57 3.3.1. Birim Kök Testi ............................................................................................... 58 3.3.2. Eş Bütünleşme Analizi .................................................................................... 60 3.3.3. Granger Nedensellik Testi ............................................................................... 64 4. SONUÇ VE DEĞERLENDİRME ................................................................................. 67 5. KAYNAKLAR................................................................................................................. 72 6. EKLER ............................................................................................................................. 81 ÖZGEÇMİŞ ......................................................................................................................... 8

Diagnosis of comorbid migraine without aura in patients with idiopathic/genetic epilepsy based on the gray zone approach to the International Classification of Headache Disorders 3 criteria

BackgroundMigraine without aura (MwoA) is a very frequent and remarkable comorbidity in patients with idiopathic/genetic epilepsy (I/GE). Frequently in clinical practice, diagnosis of MwoA may be challenging despite the guidance of current diagnostic criteria of the International Classification of Headache Disorders 3 (ICHD-3). In this study, we aimed to disclose the diagnostic gaps in the diagnosis of comorbid MwoA, using a zone concept, in patients with I/GEs with headaches who were diagnosed by an experienced headache expert.MethodsIn this multicenter study including 809 consecutive patients with a diagnosis of I/GE with or without headache, 163 patients who were diagnosed by an experienced headache expert as having a comorbid MwoA were reevaluated. Eligible patients were divided into three subgroups, namely, full diagnosis, zone I, and zone II according to their status of fulfilling the ICHD-3 criteria. A Classification and Regression Tree (CART) analysis was performed to bring out the meaningful predictors when evaluating patients with I/GEs for MwoA comorbidity, using the variables that were significant in the univariate analysis.ResultsLonger headache duration (<4 h) followed by throbbing pain, higher visual analog scale (VAS) scores, increase of pain by physical activity, nausea/vomiting, and photophobia and/or phonophobia are the main distinguishing clinical characteristics of comorbid MwoA in patients with I/GE, for being classified in the full diagnosis group. Despite being not a part of the main ICHD-3 criteria, the presence of associated symptoms mainly osmophobia and also vertigo/dizziness had the distinguishing capability of being classified into zone subgroups. The most common epilepsy syndromes fulfilling full diagnosis criteria (n = 62) in the CART analysis were 48.39% Juvenile myoclonic epilepsy followed by 25.81% epilepsy with generalized tonic-clonic seizures alone.ConclusionLonger headache duration, throbbing pain, increase of pain by physical activity, photophobia and/or phonophobia, presence of vertigo/dizziness, osmophobia, and higher VAS scores are the main supportive associated factors when applying the ICHD-3 criteria for the comorbid MwoA diagnosis in patients with I/GEs. Evaluating these characteristics could be helpful to close the diagnostic gaps in everyday clinical practice and fasten the diagnostic process of comorbid MwoA in patients with I/GEs

Solvent effects on pKa values of some anticancer agents in acetonitrile - Water binary mixtures

The solute-solvent interactions of four anticancer drugs, daunorubicin, doxorubicin, vincristine sulfate, and 6-thioguanine, have been studied in acetonitrile-water mixtures up to 50 % acetonitrile by volume fraction using a UV/pH titration method. The acidity constants have been calculated with the STAR (stability constants by absorbance readings) program. The interactions between the four anticancer drugs and the solvent studied, acetonitrile-water mixtures, was identified using the microscopic parameters (Kamlet and Taft's solvatochromic parameters: ?, ?, and ??). The Kamlet and Taft general equation for pKa1 and pKa2 values of 6-thioguanine, doxorubicin, daunorubicin, and vincristine sulfate was reduced to two terms (the independent term and the hydrogen-bond-donating ability, ?) or three terms (the independent term, polarity/polarizability, ??, and the hydrogen-bond-donating ability, ?) using linear regression analysis in acetonitrile-water mixtures. The Kamlet and Taft equations can be used to predict the acidity constants of daunorubicin, doxorubicin, vincristine sulfate, and 6-thioguanine at any acetonitrile composition, which would be helpful in practical work during chromatographic method development. (Chemical Equation Presented). © 2014 American Chemical Society

Determination of the dissociation constants of some macrolide antibiotics in methanol-water binary mixtures by UV-spectroscopy and correlations with the kamlet and taft solvatochromic parameters

The dissociation constants of six common human and veterinary antibiotics, namely, erythromycin, roxithromycin, tilmicosin, oleandomycin, josamycin, and spiramycin in 15 %, 25 %, 40 % and 50 % (v/v) methanol-water solvent mixtures were determined by UV/pH titration and correlated with the Kamlet and Taft solvatochromic parameters, ? * , ? and ?. Kamlet and Taft's general equation was reduced to two terms by combined factor analysis and target factor analysis in these mixtures: the independent term and polarity/ polarizability ? * , which are solvatochromic parameters. The influence of methanol on the dissociation constants was investigated. Further, the quasi-lattice quasi-chemical (QLQC) model of preferential solvation has been applied to quantify the preferential solvation by water of electrolytes in methanol-water mixtures. © Springer Science+Business Media, LLC 2012

Solvent Effects on pK(a) Values of Some Anticancer Agents in Acetonitrile-Water Binary Mixtures

WOS: 000346324500010The solute-solvent interactions of four anticancer drugs, daunorubicin, doxorubicin, vincristine sulfate, and 6-thioguanine, have been studied in acetonitrile-water mixtures up to 50 % acetonitrile by volume fraction using a UV/pH titration method. The acidity constants have been calculated with the STAR (stability constants by absorbance readings) program. The interactions between the four anticancer drugs and the solvent studied, acetonitrile-water mixtures, was identified using the microscopic parameters (Kamlet and Tafts solvatochromic parameters: alpha, beta, and pi*). The Kamlet and Taft general equation for pK(a1) and pK(a2) values of 6-thioguanine, doxorubicin, daunorubicin, and vincristine sulfate was reduced to two terms (the independent term and the hydrogen-bond-donating ability, a) or three terms (the independent term, polarity/polarizability, pi*, and the hydrogen-bond-donating ability, a) using linear regression analysis in acetonitrile-water mixtures. The Kamlet and Taft equations can be used to predict the acidity constants of daunorubicin, doxorubicin, vincristine sulfate, and 6-thioguanine at any acetonitrile composition, which would be helpful in practical work during chromatographic method development

Determination of pK(a) Values of Some Antipsychotic Drugs by HPLC-Correlations with the Kamlet and Taft Solvatochromic Parameters and HPLC Analysis in Dosage Forms

WOS: 000315254300012PubMed ID: 23513959In this study, ionization constant (pK(a)) values were determined by using the dependence of the retention factor on the pH of the mobile phase for four ionizable drugs, namely, risperidone (RI), clozapine (CL), olanzapine (OL), and sertindole (SE). The effect of the mobile phase composition on the PKa was studied by measuring the pK(a), at different acetonitrile water mixtures in an HPLC-UV method. To explain the variation of the pKa values obtained over the whole composition range studied, the quasi-lattice quasi-chemical theory of preferential solvation was applied. The pK(a) values of drugs were correlated with the Kamlet and Taft solvatochromic parameters. Kamlet and Taft's general equation was reduced to two terms by using combined factor analysis and target factor analysis in these mixtures: the independent term and the hydrogen-bond donating ability alpha. The HPLC-UV method was successfully applied for the determination of RI, OL, and SE in pharmaceutical dosage forms. CL was chosen as an internal standard. Additionally, the repeatability, reproducibility, selectivity, precision, and accuracy of the method in all media were investigated and calculated

SOphrology Intervention to Improve WELL-Being in Hospital Staff (SO-WELL): Protocol for a Randomized Controlled Trial Study

Introduction: Stress at work and psychosocial risks are a major public health problem. Sophrology and neurolinguistic programming (NLP) have demonstrated benefits in terms of mental, physical and social health, both in the general population and in patients, and both in and out of hospital settings. However, these approaches have never been provided at the hospital for the benefit of health professionals at risk of suffering at work. In general, we aim to demonstrate the effectiveness of a hospital sophrology/NLP intervention for health care professionals at risk of stress-related disorders. The secondary objectives are to study (i) within-group, and (ii) between-group): (1) effects on mental, physical, and social health; (2) persistence of effect; (3) relationships between job perception and mental, physical, and social health; (4) intervention success factors (personality and job perception, attendance and practice, other); (5) effects on other stress biomarkers (other measures of autonomic nervous system activity, DHEAS, cortisol, etc.). Methods: Our study will be a randomized controlled prospective study (research involving the human person of type 2). The study will be proposed to any health-care workers (HCW) or any non-HCW (NHCW) from a healthcare institution (such as CHU of Clermont-Ferrand, other hospitals, clinics, retirement homes). Participants will benefit from NLP and sophrology interventions at the hospital. For both groups: (i) heart rate variability, skin conductance and saliva biomarkers will be assessed once a week during the intervention period (6 to 8 sophrology sessions) and once by month for the rest of the time; (ii) the short questionnaire will be collected once a week during the whole protocol (1–2 min); (iii) the long questionnaire will be assessed only 5 times: at baseline (M0), month 1 (M1), month 3 (M3), month 5 (M5) and end of the protocol (M7). Ethics and dissemination: The protocol, information and consent form had received the favorable opinion from the Ethics Committee. Notification of the approval of the Ethics Committee was sent to the study sponsor and the competent authority (ANSM). The study is registered in ClinicalTrials.gov under the identification number NCT05425511 after the French Ethics Committee’s approval. The results will be reported according to the CONSORT guidelines. Strengths and limitations of this study: The psychological questionnaires in this study are self-assessed. It is also possible that responses suffer from variation. For the study, participants need to attend 6 to 8 sophrology sessions and one visit per month for 7 months, which might seem demanding. Therefore, to make sure that participants will complete the protocol, two persons will be fully in charge of the participants’ follow-up