TÜRKİYE’DE DIŞ TİCARET BELGESİ BELİRLEYİCİLERİNİN SINIR TESTİ YAKLAŞIMIYLA ÖNGÖRÜLMESİ: 1989-2005

Abstract

Keywords

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TÜRKİYE’DE DIŞ TİCARET BELGESİ BELİRLEYİCİLERİNİN SINIR TESTİ YAKLAŞIMIYLA ÖNGÖRÜLMESİ: 1989-2005

Abstract

Bu çalışma; Türkiye’de 1989–2005 dönemi aylık verileriyle parasalcı, elastikiyet ve massetme yaklaşımlarında kullanılan yurtiçi ve yurtdışı gelir, reel döviz kuru ve parasal büyüklük (M3) değişkenleri yardımıyla dış ticaretin belirleyicilerini tahmin etmeyi amaçlamaktadır. ARDL yöntemiyle model tahmininde ticaret dengesi ve belirleyicileri arasında uzun dönemde eşbütünleşme ilişkisinin varlığına ve massetme yaklaşımını destekleyen sonuçlara ulaşılmıştır. Uzun dönemde reel yurtiçi gelirdeki yüzde 1’lik bir artışın ticaret dengesinde yaklaşık yüzde 1.3’lük bir kötüleşmeye, yurtdışı gelirdeki yüzde 1’lik bir artışın ise yüzde 0.60’lık bir iyileşmeye neden olduğu görülmüştür. Reel döviz kuru ve M3 parasal değişkenleri uzun dönemde anlamlı bulunmamıştır. Reel döviz kurunun uzun dönemde pozitif ve anlamsız, kısa dönemde negatif ve anlamlı olması, Türkiye’de zayıf bir J-eğrisi etkisinin var olabileceğini göstermiştir.

Keywords

• Ticaret dengesi, J eğrisi etkisi, eşbütünleşme, sınır testi, Türkiye

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