IDEAS home Printed from https://ideas.repec.org/a/iif/iifjrn/v21y2006i240p122-135.html
   My bibliography  Save this article

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
    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.

    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.;
    All these keywords.

    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

    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:21:y:2006:i:240:p:122-135. 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.