Döviz Kurundaki Değişkenliğin Türkiye'nin İhracatına Uzun Dönemli Etkisi

Bu çalışmada, eşbütünleşme analizinde yeni geliştirilen sınır testi tekniği kullanılarak döviz kurundaki değişkenliğin Türkiye'nin ihracatına uzun dönemli etkisi incelenmektedir. Döviz kurundaki değişme, GARCH modellemesi ile ölçülmektedir. Elde edilen sonuçlar, Türkiye'nin ihracat talebinin, döviz kurundaki değişkenliğin uzun dönemli etkisine duyarlı olmadığını göstermiştir.

The Long Run Effect of Exchange Rate Voliatility on Turkey's Export

In this study, the long-term effect of the exchange rate volatility on Turkey's export has been investigated using the recently developed bounds testing technique in cointegration analysis. Exchange rate volatility has been obtained by GARCH modelling. The results show that Turkey's export demand is not sensitive to the exchange rate volatility in the long run.

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Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi-Cover
  • Yayın Aralığı: Yılda 4 Sayı
  • Başlangıç: 1983
  • Yayıncı: Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dekanlığı