IDEAS home Printed from https://ideas.repec.org/a/iif/iifjrn/v25y2010i287p69-90.html
   My bibliography  Save this article

Reel döviz kurunun dış ticaret dengesine etkisi: Türkiye için Marshall-Lerner koşulunun testi

Author

Listed:
  • Nilgün ÇİL YAVUZ

    (İstanbul Üniversitesi)

  • Burak GÜRİŞ

    (İstanbul Üniversitesi)

  • Burcu KIRAN

    (İstanbul Üniversitesi)

Abstract

Bu çalışmanın amacı reel döviz kurunun dış ticaret dengesine etkisini araştırarak, Türkiye için Marshall Lerner koşulunun geçerliliğini test etmektir. Bu amaçla eşbütünleşme testi için, son olarak geliştirilen ve otoregresif dağıtılmış gecikmeli (ARDL) modeline dayalı sınır testi yaklaşımı kullanılmıştır. 1988-2007 arası dönemi kapsayan ve üçer aylık verilerin kullanıldığı modellerden dış ticaret dengesi ile belirleyicileri- yurt dışı ve yurt içi gelir, reel döviz kuru- arasında uzun dönem ilişkisinin varlığı tespit edilmiştir. Tahmin edilen ARDL modelin uzun dönem statik çözümlemesinden Marshall Lerner koşulunun geçerli olmadığı ve hata düzeltme modelinin tahmini ile sağlanan kısa dönem dinamiklerinden ise J-eğrisi etkisinin varlığı tespit edilmiştir.

Suggested Citation

  • Nilgün ÇİL YAVUZ & Burak GÜRİŞ & Burcu KIRAN, 2010. "Reel döviz kurunun dış ticaret dengesine etkisi: Türkiye için Marshall-Lerner koşulunun testi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(287), pages 69-90.
    • Handle: RePEc:iif:iifjrn:v:25:y:2010:i:287:p:69-90
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Çatık, Abdurrahman Nazif & Gök, Barış & Akseki, Utku, 2015. "A nonlinear investigation of the twin deficits hypothesis over the business cycle: Evidence from Turkey," Economic Systems, Elsevier, vol. 39(1), pages 181-196.
    2. Ferda HALICIOGLU, 2012. "The Demand for Calories in Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(316), pages 93-108.

    More about this item

    Keywords

    Marshall-Lerner koşulu; J-eğrisi; reel döviz kuru; ARDL model sınır testi;
    All these keywords.

    JEL classification:

    • F10 - International Economics - - Trade - - - General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

    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:iif:iifjrn:v:25:y:2010:i:287:p:69-90. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Ali Bilge (email available below). General contact details of provider: http://iif.com.tr .

    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.