Türkiye’nin Dış Ticaret Verilerinde Mevsimsellik

Year 2010, Volume: 9 Issue: 2, 407 - 423, 01.12.2010

Özgür Polat Enes Ertad Uslu

Abstract

Bu çalışmada Türkiye’nin 1982:1-2008:12 dönemi ihracat ve ithalat zaman serilerinin mevsimsel yapısı analiz edilmiştir. Üç aylık zaman serileri için Hylleberg, Engle, Granger ve Yoo (1990) tarafından geliştirilen mevsimsel birim kök testlerini aylık verilere uyarlayan Franses’in (1990, 1991a) mevsimsel birim kök testleri açıklanarak, dış ticaret verilerinin mevsimsel yapısı incelenmiştir. Elde edilen sonuçlara göre, dış ticaret serilerinden ihracat ve ithalat serilerinde hem deterministik hem de durağan olmayan stokastik mevsimsel bileşenlerin mevcut olduğu görülmüştür

Keywords

İhracat, İthalat, Deterministik Mevsimsel Etkiler, Mevsimsel Birim Kökler

Seasonality in Foreign Trade Data of Turkey

Abstract

In this study, seasonal patterns of exports and imports of Turkey for the 1982:12008:12 period have been analyzed. Seasonal unit root tests for monthly time series developed by Franses (1990, 1991a) , which is adapted from seasonal unit root test developed by Hylleberg, Engle, Granger and Yoo (1990) for quarterly time series, have been introduced and seasonal patterns of foreign trade data have been analyzed. According to the results, both export and import series have deterministic and nonstationary stochastic seasonal components

Keywords

Exports, Imports, Deterministic Seasonal Effects, Seasonal Unit Roots

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