Türkiye’de Büyüme ve İhracat Arasındaki Nedensellik İlişkileri
[Causality Relations between Growth and Export in Turkey]
The aim of this paper is to investigate the relations between export and growth for Turkey by using 1987-2006 monthly data. In other words, export-led growth hypothesis is being tested for the period of eighties and nineties. Industrial production index is used for the proxy of gross domestic product since we use monthly data. For the variables of export, import, terms of trade and industrial production index, first of all ADF unit root tests are carried out. All of the variables are found to be same degree integrated. Thus, long run relations among the variables are examined in the framework of Johansen co-integration analysis. Provided with the long run relation, vector error correction model (VECM) is estimated. Granger causality tests based on VECM and modified Wald tests (MWALD) defined by Toda Yamamoto (1995) are carried out to determine the directions of the relations among the variables. According to the test results, export-led growth is verified for the specified period.
|Date of creation:||2009|
|Date of revision:||2009|
|Publication status:||Published in Gaziantep Üniversitesi Sosyal Bilimler Dergisi 1.8(2009): pp. 177-198|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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