IDEAS home Printed from https://ideas.repec.org/a/blg/reveco/v67y2015i6p158-177.html
   My bibliography  Save this article

An Application On The Efficiency Of Customs Union: Turkey-Eu Customs Union

Author

Listed:
  • ILHAN Gullu

    (NevsehirHacıBektasVeli University)

Abstract

Today, countries are seeking to improve the conditions of free trade in their regions in order to get a greater share from international trade, and resort to economic integration. The application of customs union is one of the stages of the economic integration process, and the best example of this is the European Union (EU). Customs Union Agreement being applied between Turkey and the EU has led Turkey to the world's most secure market, however at the same time, has moved Turkey into a discussion area which has lasted since Turkey's candidacy to EU but which has expanded even more. The fact that all requirements of a customs union have not been met in the example of EU-Turkey decreases the efficiency of the said application and causes drawbacks on Turkish foreign trade. Therefore, the issue of applying the Customs Union Agreement signed in 1995 should be discussed again in line with the interests of the participants.

Suggested Citation

  • ILHAN Gullu, 2015. "An Application On The Efficiency Of Customs Union: Turkey-Eu Customs Union," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(6), pages 158-177, December.
    • Handle: RePEc:blg:reveco:v:67:y:2015:i:6:p:158-177
    as

    Download full text from publisher

    File URL: http://economice.ulbsibiu.ro/revista.economica/archive/67614ilhan.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Duck, N W, 1992. "UK Evidence on Breaking Trend Functions," Oxford Economic Papers, Oxford University Press, vol. 44(3), pages 426-439, July.
    2. Pascal PETIT, 2005. "Mondialisation Et Régionalisation : Une Analyse Comparative De La Construction Des Rapports Internationaux En Europe Et En Asie De L'Est," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 22, pages 39-83.
    3. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Antonio E. Noriega & Araceli Ramírez-Zamora, 1999. "Unit roots and multiple structural breaks in real output," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 14(2), pages 163-188.
    2. Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2006. "Spurious Regression Under Broken‐Trend Stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 671-684, September.
    3. Paresh Narayan, 2008. "Is Asian per capita GDP panel stationary?," Empirical Economics, Springer, vol. 34(3), pages 439-449, June.
    4. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
    5. Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008. "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
    6. Anita Ghatak, 1998. "Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(4), pages 475-488.
    7. Phiri, Andrew, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper 86936, University Library of Munich, Germany.
    8. R. Velazquez & A.E. Noriega & L.M. Soria, 2004. "International Evidence on Monetary Neutrality Under Broken Trend Stationary Models," Econometric Society 2004 Latin American Meetings 57, Econometric Society.
    9. John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999. "Fractional monetary dynamics," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1393-1400.
    10. Heinemann, Friedrich, 1994. "Central Europe and European monetary integration: a strategy for catching up," ZEW Discussion Papers 94-21, ZEW - Leibniz Centre for European Economic Research.
    11. Froyen, Richard T & Waud, Roger N, 1988. "Real Business Cycles and the Lucas Paradigm," Economic Inquiry, Western Economic Association International, vol. 26(2), pages 183-201, April.
    12. Apostolos Serletis & Ricardo Rangel-Ruiz, 2007. "Testing for Common Features in North American Energy Markets," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 14, pages 172-187, World Scientific Publishing Co. Pte. Ltd..
    13. Rocha, Roberto de Rezende, 1991. "Inflation and stabilization in Yugoslavia," Policy Research Working Paper Series 752, The World Bank.
    14. Michelacci, Claudio & Zaffaroni, Paolo, 2000. "(Fractional) beta convergence," Journal of Monetary Economics, Elsevier, vol. 45(1), pages 129-153, February.
    15. Yong Glasure & Aie-Rie Lee & James Norris, 1999. "Level of economic development and political democracy revisited," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(4), pages 466-477, November.
    16. Mingotti, Nicola & Lillo Rodríguez, Rosa Elvira & Romo, Juan, 2015. "A Random Walk Test for Functional Time Series," DES - Working Papers. Statistics and Econometrics. WS ws1506, Universidad Carlos III de Madrid. Departamento de Estadística.
    17. Ramey, Garey & Ramey, Valerie A, 1995. "Cross-Country Evidence on the Link between Volatility and Growth," American Economic Review, American Economic Association, vol. 85(5), pages 1138-1151, December.
    18. Carl E. Walsh, 1987. "Monetary targeting and inflation: 1976-1984," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 5-16.
    19. Klaus Reiner Schenk-Hopp�, "undated". "Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version)," IEW - Working Papers 054, Institute for Empirical Research in Economics - University of Zurich.
    20. Tony Caporale & Barbara McKiernan, 1998. "The Fischer Black Hypothesis: Some Time‐Series Evidence," Southern Economic Journal, John Wiley & Sons, vol. 64(3), pages 765-771, January.

    More about this item

    Keywords

    costomsUnion; EU; integrations;
    All these keywords.

    JEL classification:

    • M30 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Marketing and Advertising - - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:blg:reveco:v:67:y:2015:i:6:p:158-177. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Eduard Alexandru Stoica (email available below). General contact details of provider: https://edirc.repec.org/data/feulbro.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.