Possibly depending how they are made. Many affiliate links are passed through multiple unfriendly redirects and the landing pages on the merchant site are often unfriendly URLs as well. Done correctly though affiliate links can increase a merchant's PageRank.
I agree with aspen. It depends on how the affiliate links constructed. If you could create it SEO friendly url, then it could raise your site's link popularity.
Keep in mind that in order to increase your link popularity, the affiliate links to your site must point directly to a real page on your site, not through a tracking script.