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Doviz Kuru Oynakliginin Ithalata Etkileri: Turkiye Ornegi

Author

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  • Aydin SARI

    (Pamukkale University)

Abstract

The factors affecting the foreign trade have always interested the researchers. In comparison to the other factors, the effects of exchange rate on international trade are a variable that remains at the forefront. Therefore, the influence of exchange rate fluctuation on export and import has been a research subject of a good number of empirical studies. Although consistent results could not been found in many of them, explaining and contributing findings were obtained. In this study, we prove the exchange rate volatility by using MSARCH which is a new econometric method. Moreover, after regrating the import to exchange-rate uncertainty, it is found that the import and exchange rate volatility are inversely related

Suggested Citation

  • Aydin SARI, 2010. "Doviz Kuru Oynakliginin Ithalata Etkileri: Turkiye Ornegi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 11(1), pages 31-44, May.
    • Handle: RePEc:ist:ancoec:v:11:y:2010:i:1:p:31-44
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    File URL: http://eidergisi.istanbul.edu.tr/sayi11/iueis11m2.pdf
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    More about this item

    Keywords

    Exchange Rate Volatility; Imports; Time Series; Uncertainty; Nonlinear Models; Turkish Economy; Risk of Exchange Rate; Markov Switching ARCH (SWARCH);
    All these keywords.

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
    • F39 - International Economics - - International Finance - - - Other
    • E59 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Other
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General

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