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Döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi

Author

Listed:
  • Cem KADILAR

    (Hacettepe Üniversitesi)

  • Muammer ŞİMŞEK

    (Cumhuriyet Üniversitesi)

Abstract

Bu çalışmada, döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi eşbütünleşme analizini kullanarak incelenmektedir. Eşbütünleşme analizinde yeni geliştirilen sınır testi tekniği kullanılmaktadır. Döviz kurundaki değişme, ARCH modellemesi ile ölçülmektedir. Bulgular Türkiye’nin ithalatının döviz kurundaki değişkenliğin uzun dönemli etkisine duyarlı olmadığını göstermiştir.

Suggested Citation

  • Cem KADILAR & Muammer ŞİMŞEK, 2006. "Döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(240), pages 122-135.
  • Handle: RePEc:iif:iifjrn:v:21:y:2006:i:240:p:122-135
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    More about this item

    Keywords

    ithalat hacmi; döviz kuru değişkenliği; birim kök; kısıtsız hata düzeltme modeli; eşbütünleşme analizi; ardl; sınır testi; kritik sınır değerleri; arch.;

    JEL classification:

    • F14 - International Economics - - Trade - - - Empirical Studies of Trade
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

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