Doğuş Üniversitesi Dergisi

1308-6979

Dogus University

Döviz Kuru Belirsizliğinin İhracata Etkisi : Türkiye Örneği

THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON EXPORTS: THE CASE OF TURKEY

Saatcioğlu

Cem

İstanbul Üniversitesi, İktisat Fakültesi Karaca

Orhan

Ekonomist Dergisi, Araştırma Bölümü

07 01 2004

5 2 183 195

2000

Dogus University Journal

Bu çalışmada Türkiye'deki döviz kuru belirsizliği ile ihracat arasındaki ilişki araştırılmıştır. Çalışmanın örnek periyodunu Türkiye'nin sabit kur sistemini terk edip esnek kur sistemine geçtiği 1 Mayıs 1981 ile kurların dalgalanmaya bırakıldığı 22 Şubat 2001 arasındaki dönem oluşturmaktadır. Üçer aylık verilerin kullanıldığı çalışma sonucunda, Türkiye'de döviz kuru belirsizliğinin ihracatı olumsuz etkilediği bulgusuna ulaşılmıştır. Bu sonuç hem uzun dönem hem de kısa dönem için geçerlidir.

In this paper we examined the relationship between exchange rate uncertainty and exports in Turkey. Sample period of the study is 1981, May 1, the date Turkey introduced flexible exchange rate system after quiting fixed exchange rate system, and 2001, February 22 when exchange rates were left floating. The results of this study, in which quarterly data are used, indicate that exchange rate uncertainty affects exports negatively in Turkey. This finding is valid both for long-run and short-run

Döviz Kuru Belirsizliği İhracat Eşbütünleşim Testi Hata Düzeltme Modeli

Exchange rate uncertainty exports cointegration test error correction model

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