İthalat talebinin gelir ve reel kur esnekliklerinin dinamik analizi: Türkiye uygulaması

Bu çalışmada 2003Ç1-2012Ç3 döneminde Türkiye ekonomisi için ithalat talebinin reel GSYH ve reel kur esneklikleri Kalman Filtresi analizi kullanılarak dinamik olarak analiz edilmektedir. Çalışma sonucunda literatürde yer alan diğer çalışmaların bulgularına paralel olarak ekonomide ithalatın gelir esnekliğinin reel kur esnekliğinden çok daha yüksek olduğu ve ayrıca küresel kriz döneminden sonra ithalat talebinin gelir esnekliğinin azalırken, ithalat talebinin reel kur esnekliğinin ise mutlak değer olarak arttığı bulunmuştur.

Dynamic analysis of real exchange rate and GDP elasticities of import: Turkey case

In this study, we try to investigate the real GDP and the real exchange rate elasticities of import for Turkey dynamically by employing Kalman Filter analysis covering the period 2003Q1-2012Q3. Our results show that GDP elasticity of import is greater than real exchange rate elasticity of import parallel with the recent literature and we found that real exchange rate elasticity of import was increasing in absolute term and GDP elasticity of import was decreasing after the global financial crisis period.

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