Currency Exchange Rate with Turkey's Trade Partners

Published: 26 May 2020| Version 1 | DOI: 10.17632/8hph44hb3p.1
Contributor:
Ayman Bakr

Description

This dataset contains data drawn from Thomson Reuters Datastream for the Turkish Lira against the currencies of its major trade partners: Germany, Russia, China, Italy, and UK. The time series cover the period from March 1996 to October 2019. Associated with the dataset is the R code used for running the wavelet coherence of the exchange rate pairs and plotting the Time-Frequency domain plots.

Files

Institutions

Istanbul Sabahattin Zaim Universitesi

Categories

Econometrics, Bivariate Analysis, Exchange Rate, Wavelet, Morlet Wavelet, Foreign Trade

Licence