TÜRKİYE'DE DIŞ TİCARET - REEL DÖVİZ KURU İLİŞKİSİ: VEKTÖR OTOREGRESYON (VAR) ANALİZİ YARDIMIYLA SINANMASI

Abstract

Bu makalenin yayınlanma tarihi itibariyle öz bölümü bulunmamaktadır.

Keywords

• dış ticaret
• reel döviz kuru
• vektör otoregresyon

In Turkey The Relationship Between Real Exchange Rate – Foreign Trade: Testing by Helping Of Vector Otoregression (Var) Analysis

Abstract

As of the publication date, this article does not have an abstract section.

Keywords

• Real Exchange Rate
• Foreign Trade
• Vector Otoregression

References

1. AKHTAR, M., R. Spence Hilton, (1984), "Effects Of Exchange Rate Uncertainity On German and U.S. Trade", Federal Reserve Bank Of New York, Quarterly Review, vol. 9, 7 - 16.
2. ALSE, J. ve Oskooee, M. B., (1995), "Do Devaluations Improve or Worsen the Terms of Trade?", Journal of Economic Studies, 22(6),16-25
3. AMANO, R. A., (1995), "Terms of Trade and Real Exchange Rates: The Canadian Evidence", Journal of lnternational Money and Finance, Vol.14, No.1, 83-104.
4. BAILEY, Martin, George S. Tavlas, (1988), "Trade and Investment Under Floating Rates: The U.S Experience", Cato Journal, Fall, 421 - 449.
5. BOLLERSLEV, Tim (1986), "Generalized Autoregressive Conditionally Heteroskedasticity", ARCH Selected Readings, Oxford University Pres.
6. BRADA, Josef C., Jose A. Mendez (1988), "Exchange Rate Risk, Exchange Rate Regime and The Volume Of International Trade", Kyklos, 41, 263- 280.
7. CHOWDHURY, Abdur R., (1993), "Does Exchange Rate Volatility Depress Trade Flows? Evidence From Error Correction Models", The Review Of Economics and Statstics, 76, 700 - 706.
8. COOPER, R. N., (1971), "An Assessment of Currency Devaluation in Developing Countries", Yale University Pres, New Haven.

9. DİCKEY; D. , W.A., Fuller; W. A. (1981) "Likelihood Ratio Statistics forAutoregressive Time Series With a Unit Root", Econometrica, 49.
10. ENDERS, Walter, (1989), Unit Roots and The Real Exchange Rate Before World War I, The Case Of Britain and The U.S.A, Journal Of lnternational Money and Finance, 55- 70.
11. ENGLE; R.F. , C.W. J. Granger (1987), "Cointegration and Error Correction: Representation, Estimation and Testing", Econometrica, 55.
12. GRANGER, Clive William John ve Paul Newbold, (1974), "Spurious Regression in Econometrics", Journal of Econometrics, Vol.2.
13. GUJARATİ, Damodar N., (1995), Basic Econometrics, Mc-Graw-Hill ine, U.S.A.
14. HOOK, Law Siong, Tan Hui Boon, (2000), "Exchange Rate Volatility And Malaysian Export To its Major Trading Partners, Working Paper, 6. Universiti Putra Malaysia.
15. GOTUR, Padma, (1985), "Effects of Exchange Rate Volatility on Trade", IMF Sta.ff Papers, 32, 475 - 512.
16. HWANG, Hae Du, Jin Woo Lee (2005), "Exchange Rate Volatility and Trade Flows of The U.K in 1990's, lnternational Area Review, Vol 8 (1), Spring, 173 - 182.
17. JOHANSEN; S. (1988), "Statistical Analysis of Cointegration Vectors", Journal of Economic Dynamics and Control, 12, 231-254.
18. JOHANSEN; S. (1991), "Estimation and Hypothesis Testing of Cointegration in Gaussian Vector Autoregrsssive Models", Econometrica, 59, 1551- 1580.
19. JOHANSEN; S. ve K. Juselius (1990), "Maximum Likelihood Estimation and lnference on Cointegration with Application to the Demand for Money", Oxford Bulletin of Economics and Statistiscs, 52, 169-210.
20. KASMAN, Adnan, Saadet Kasman (2005), " Exchange Rate Uncertaınty in Turkey And lts lmpact On Export Volume ", ODTÜ Gelişme Dergisi, 41 - 58.
21. iN, F. ve Menon, J, (1996), "The Long Run Relationship between the Real Exchange Rate and Terms of Trade in OECD Countries", Applied Economics, 28, s.1075-1080
22. KOCH, P. D. ve Rosensweigh, J. A., (1992), The Dollar and the US Terms of Trade, Journal of Macroeconomics, Vol. 14, s.467-486
23. KORAY, Faik, William D, Lastrapes, (1989), "Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach," The Review of Economics and Statistics, 71, 708 - 712.
24. KOYA, S. ve Orden, D., (1994), Terms of Trade and the Exchange Rates of New Zeland and Australia, Applied Economics, 26, s.451-457
25. KRONER, Kenneth F, William D. Lastpares (1993),"The Impact Of Exchange Rate Volatility On International Trade: Reduced Form Of Estimates Using The GARCH-in-mean Model", Journal Of lnternational Money and Finance 12,298 - 318.
26. KRONER, Kenneth F, William D. Lastpares (1993),"The Impact Of Exchange Rate Volatility On International Trade: Reduced Form Of Estimates Using The GARCH-in-mean Model", Journal Of lnternational Money and Finance 12,298 - 318.
27. KRONER, Kenneth F, William D. Lastpares (1993),"The Impact Of Exchange Rate Volatility On International Trade: Reduced Form Of Estimates Using The GARCH-in-mean Model", Journal Of lnternationalMoney and Finance 12,298 - 318.
28. LEE, Kang Soek, Philippe Saucier (2005), "Exchange Rate Instability and Trade Integration - The Case of Asia", 5th lnternatioanal Conference lnternational Trade and Logistics Corporate Strategies and The Global Economy, Le Havre.
29. Mc KENZİE, Mihael D., (1998), "The Impact Of Exchange Rtae Volatility On Australian Trdae Flows", Journal Of Economic Survey, Vol.13, No:1, PP:71 -106.
30. MEMMEDOV, Zahid, (2003), "Enflasyon ve Para İkamesi Olgusu", Journal Of Qafqaz University, Vol.2, Number2.
31. QUIRK, Peter, (1996), "Exchange Rate Regime as Inflation Anchors", Finance and Development Vol.33, Number:1, March.
32. SİVRİ, U. ve Usta, C., (2001), "Reel Döviz Kuru, İhracat ve İthalat Arasındaki İlişki", Uludağ Üniversitesi İ.İ.B.F. Dergisi, Cilt:19, Sayı:4, s.1-11.
33. TERZİ, Harun ve Ahmet Zengin, (1995), "Türkiye'de Kur Politikası, İthalat, İhracat ve Dış Ticaret Dengesi İlişkisinin Ekonometrik Analizi", Gazi Üniversitesi İ.İ.B.F Dergisi, Cilt: 11, Ankara
34. TERZİ; Harun ve Hilmi Zengin ,(2003), Temel Ekonometri Teori ve Uygulama, Derya Kitabevi Yayınları, Trabzon.
35. ZENGİN, Ahmet., (2000), "Reel Döviz Kuru Hareketleri ve Dış Ticaret Fiyatları Türkiye Ekonomisi Üzerine Bulgular, C.Ü. İktisadi ve İdari Bilimler Dergisi, 2(2), 27- 41.
36. ZENGİN, Ahmet. ve Harun Terzi, (1995), "Türkiye'de Kur Politikası, İthalat, İhracat ve Dış Ticaret Dengesi İlişkisinin Ekonometrik Analizi", Gazi Üniversitesi İ.İ.B.F. Dergisi, 11(1-2), s.247-266