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Ithalat-Ihracat-Doviz Kuru Bagimliligi: Bootstrap ile Duzeltilmis Nedensellik Testi Uygulamasi

Author

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  • Ertugrul YILDIRIM

    () (Zonguldak Karaelmas Universitesi, Iktisadi ve Idari Birimler Fakultesi, Iktisat Bolumu)

  • Ferdi KESIKOGLU

    () (Zonguldak Karaelmas Universitesi, Devrek Meslek Yuksekokulu, Muhasebe ve Vergi Uygulamalari Bolumu)

Abstract

2003:1 ile 2011:9 doneminde Turkiye’nin ithalat-ihracat-reel doviz kuru arasindaki nedensellik iliskisinin ampirik olarak arastirildigi bu calismada Hacker ve Hatemi-J (2006) tarafindan onerilen kaldiracli bootstrap teknigiyle duzeltilmis MWALD testi uygulanmistir. Toplam ihracat-toplam ithalat, toplam ihracat-ara mali ithalati, toplam ihracat-sermaye mali ithalati, toplam ithalat-tuketim mali ihracati ve sermaye mali ithalati tuketim mali ihracati arasinda iki yonlu nedensellik iliskisi bulunmustur. Toplam ihracattan tuketim mali ithalatina dogru, tuketim mali ihracatindan tuketim mali ithalatina ve ara mali ithalatina dogru tek yonlu iliski bulunmustur. Doviz kuru ile ithalat ve ihracat arasindaki nedensellik iliskilerine yonelik tahminlerin tamaminda bir nedensellik iliskisine rastlanmamistir. Bulgular butun olarak degerlendirildiginde, ithalat ve ihracat arasindaki bagimliligin doviz kuru politikasini yansiz hale getirdigini ima etmektedir.

Suggested Citation

  • Ertugrul YILDIRIM & Ferdi KESIKOGLU, 2012. "Ithalat-Ihracat-Doviz Kuru Bagimliligi: Bootstrap ile Duzeltilmis Nedensellik Testi Uygulamasi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 12(2), pages 137-148.
  • Handle: RePEc:ege:journl:v:12:y:2012:i:2:p:137-148
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    References listed on IDEAS

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    More about this item

    Keywords

    Ithalat; ihracat; doviz kuru; nedensellik;

    JEL classification:

    • F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
    • F49 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Other

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