REEL DÖVİZ KURUNUN TİCARET DENGESİ ÜZERİNDEKİ ETKİLERİ: TÜRKİYE ÖRNEĞİ

Year 2008, Volume: 22 Issue: 2, 33 - 43, 27.11.2010

Osman Peker

Abstract

Bu çalışmada, reel efektif döviz kuru değişkenliğiyle ticaret
dengesi arasındaki uzun ve kısa dönem ilişkileri Türkiye’nin 1992:I-2006:IV
dönemi verileri kullanılarak araştırılmıştır. Uzun dönemde devalüasyonun
ticaret dengesini iyileştireceği yönündeki Marshall-Lerner (M-L) koşulunun
ampirik olarak desteklenmediği bulgusu elde edilmiştir. Reel efektif döviz kuru
değişkenliğinin ticaret dengesi üzerindeki kısa dönem etkileri ise anlamlı
çıkmamıştır.

Keywords

Döviz kuru, ticaret dengesi, Marshall-Lerner koşulu, eş-bütünleşme analizi, Türkiye

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• * Bu konuda bak. Arize (1987, 1990, 1991, 1994), Gylfason and Risager (1984), Bahmani- Oskooee (1985).
• i Literatürde, ticaret dengesi genellikle ihracatın ithalat oranı ya da tersi biçiminde alınmaktadır.
• Bkz. Arize (1994), Oskooee (2001), Onafowora, (2003).
• iie serisinin white-noise olmadığı durumda, augmented Dickey-Fuller (ADF) testi kullanılabilir.
• te serisinin white-noise olmadığı durumda, augmented Dickey-Fuller (ADF) testi kullanılabilir.
• iii Shirvani ve Wilbrate (1997), Oskooee ve Brooks (1999), Arize (1994), Gomez ve Ude (2006),
• Rose ve Yellen (1989) ve Rose (1991).
• iv Literatürde, ticaret dengesi genellikle ihracatın ithalat oranı ya da tersi biçiminde alınmaktadır.
• Bkz. Arize (1994), Oskooee (2001), Onafowora, (2003).