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DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ

Year 2016, Volume: 9 Issue: 3, 91 - 102, 28.07.2016

Erşan Sever , Volkan Han

Abstract

Petrol ve petrolden üretilen mal ve hizmetler, çoğu gelişmiş ve gelişmekte olan ülke için gerekli olan ve kullanılan bir girdi niteliğindedir. Türkiye için petrol kaynaklarının yetersiz olması ülkeyi ithalata bağımlı hale getirmiş ve cari açığın ortaya çıkmasında önemli bir faktördür. Petrol ve petrol ürünleri, ithalatın yaklaşık %20’sini oluşturmaktadır. Bu da ülkenin ekonomik büyümesini olumsuz etkileyen bir faktördür. Ayrıca daha önce yapılan çalışmalarda petrol fiyatlarındaki dalgalanmaların döviz kurlarında oynaklığa neden olduğu yönünde bulgulara da rastlanmıştır. Bu çalışmada özellikle kriz dönemlerinde petrol fiyatlarında meydana gelen aşırı oynaklığın ve döviz kurundaki dalgalanmaların Türkiye’nin ekonomik büyümesine ne derece olumsuz etki yaptığı ekonometrik yöntemlerle ortaya koyulmaya çalışılmıştır

References

  • Aliyu, S. U. R. (2009), “Impact of Oil Price Shock and Exchange Rate Volatility on Economic Growth in Nigeria: An Empirical Investigation”, Research Journal of International Studies, (11), ss. 4-15.
  • Amano, R., Van Norden, A.S., (1996), “Exchange Rates And Oil Prices”. Bank of Canada Working Paper, 95-8.
  • Bouzid, A. (2012), “The Relationship of Oil Prices and Economic Growth in Tunisia: A Vector Error Correction Model Analysis”, The Romanian Economic Journal, ss. 3-43.
  • Chaudhuri, K., Daniel, B. C., (1998), “Long-Run Equilibrium Real Exchanges and Oil Prices”. Economic Letters, 58, 231-238.
  • Choudhary, M. A., & Chaudhry, M. A. (2007), “Effects of the Exchange Rate on Output and Price Level: Evidence From The Pakistani Economy”. Lahore Journal of Economics, 12(1), ss. 49-77.
  • Côté, A. (1994), “Exchange Rate Volatılıty and Trade: A Survey”, Bank Of Canada Working Paper, No 94-5, http://www.bankofcanada.ca/en/res/wp/1994/wp94-5.pdf (Erişim Tarihi: 15.04.2015).
  • Crawford, A., Kasumovich, M. (1996), “Does Inflation Uncertainty Vary With The Level of Inflation?” Bank of Canada Working Paper,
  • Engle, R. F. (1982), “Autoregressive Conditional Heteroscedasticity With Estimates of The Variance of United Kingdom Inflation” Econometrica, V. 50, N. 4, ss. 377-403.
  • Gounder, R. and Bartlett, M. (2007), “Oil Price Shocks and Economic Growth: Evidence for New Zealand (1989-2006)”, Paper presented at the New Zealand Association of Economist Annual Conference, Christchurch 27-29 June 2007.
  • Gujarati, D. N. (2003), Basic Econometrics, Mc Graw-Hill Com.
  • Hamilton, J. D. (1983), “Oil and The Macroeconomy Since World War II”, The Journal of Political Economy, 91(2), ss. 228-248.
  • Ho, K. Y. and Tsui A.K.C. (2004), “Analysis of Real GDP Growth Rates of Greater China: an Asymmetric Conditional Volatility Approach”, China Economic Review, 15, ss. 424-442, http://www.sciencedirect.com(Erişim Tarihi: 15.04.2015).
  • Hooker, M. A. (1996), “What Happened to The Oil Price-Macroeconomy Relationship?” , Journal of Monetary Economics, 38(2), ss. 195-213.
  • http://www.bankofcanada.ca/en/res/wp/1996/wp96-9.pdf (Erişim Tarihi: 15.04.2015).
  • http://www.oecd.org/ (Erişim Tarihi: 10.04.2015).
  • https://www.ec.europa.eu/eurostat (Erişim Tarihi: 19.04.2015).
  • https://www.tcmb.gov.tr (Erişim Tarihi: 18.04.2015).
  • Johansen, S., Juselius, K., (1990), “Maximum Likelihood Estimation and Inference on Cointegration With Application to the Demand for Money”, Oxford Bulletin of Economics and Statistics, 52, ss. 169-210.
  • Johansen, Soren, (1988), “Statistical Analysis of Cointegration Vectors.” Journal of Economic Dynamics and Control, 12, ss. 231-254.
  • Jin, Guo (2008), “The Impact of Oil Price Shock and Exchange Rate Volatility on Economic Growth: A Comparative Analysis for Russia Japan and China”, Research Journal of International Studies, Issue 8, ss: 98- 111.
  • Kiani, A. (2011), “Impact of High Oil Prices on Pakistan’s Economic Growth”. International Journal of Business and Social Science, 2(17), ss. 209-216.
  • Mork, K.A. (1994), “Business Cycles and The Oil Market”, The Energy Journal, 15, ss. 1538.
  • Mory, J.F. (1993), “Oil Prices and Economic Activity: is The Relationship Symmetric?” Energy Journal, 14, ss. 151-161.
  • Osigwe, Augustine C.(2015), “Exchange Rate Fluctuations, Oil Prices and Economic Performance: Empirical Evidence From Nigeria” International Journal of Energy Economics and Policy, 5(2), ss. 502-506.
  • Shafi, Khuram vd.(2015), “Exchange Rate Volatility and Oil Prices Shocks and Its İmpact on Economic Sustainability”, Management Science Letters, www.GrowingScience.com/msl (Erişim Tarihi: 25.06.2015)
  • Wilson, B. (2006), “The Link Between Inflation, Inflation Uncertainty and Output Growth: New Time Series Evidence From Japan”. Journal of Macroeconomics, Vol. 28, ss. 609-620.

Year 2016, Volume: 9 Issue: 3, 91 - 102, 28.07.2016

Erşan Sever , Volkan Han

Abstract

References

  • Aliyu, S. U. R. (2009), “Impact of Oil Price Shock and Exchange Rate Volatility on Economic Growth in Nigeria: An Empirical Investigation”, Research Journal of International Studies, (11), ss. 4-15.
  • Amano, R., Van Norden, A.S., (1996), “Exchange Rates And Oil Prices”. Bank of Canada Working Paper, 95-8.
  • Bouzid, A. (2012), “The Relationship of Oil Prices and Economic Growth in Tunisia: A Vector Error Correction Model Analysis”, The Romanian Economic Journal, ss. 3-43.
  • Chaudhuri, K., Daniel, B. C., (1998), “Long-Run Equilibrium Real Exchanges and Oil Prices”. Economic Letters, 58, 231-238.
  • Choudhary, M. A., & Chaudhry, M. A. (2007), “Effects of the Exchange Rate on Output and Price Level: Evidence From The Pakistani Economy”. Lahore Journal of Economics, 12(1), ss. 49-77.
  • Côté, A. (1994), “Exchange Rate Volatılıty and Trade: A Survey”, Bank Of Canada Working Paper, No 94-5, http://www.bankofcanada.ca/en/res/wp/1994/wp94-5.pdf (Erişim Tarihi: 15.04.2015).
  • Crawford, A., Kasumovich, M. (1996), “Does Inflation Uncertainty Vary With The Level of Inflation?” Bank of Canada Working Paper,
  • Engle, R. F. (1982), “Autoregressive Conditional Heteroscedasticity With Estimates of The Variance of United Kingdom Inflation” Econometrica, V. 50, N. 4, ss. 377-403.
  • Gounder, R. and Bartlett, M. (2007), “Oil Price Shocks and Economic Growth: Evidence for New Zealand (1989-2006)”, Paper presented at the New Zealand Association of Economist Annual Conference, Christchurch 27-29 June 2007.
  • Gujarati, D. N. (2003), Basic Econometrics, Mc Graw-Hill Com.
  • Hamilton, J. D. (1983), “Oil and The Macroeconomy Since World War II”, The Journal of Political Economy, 91(2), ss. 228-248.
  • Ho, K. Y. and Tsui A.K.C. (2004), “Analysis of Real GDP Growth Rates of Greater China: an Asymmetric Conditional Volatility Approach”, China Economic Review, 15, ss. 424-442, http://www.sciencedirect.com(Erişim Tarihi: 15.04.2015).
  • Hooker, M. A. (1996), “What Happened to The Oil Price-Macroeconomy Relationship?” , Journal of Monetary Economics, 38(2), ss. 195-213.
  • http://www.bankofcanada.ca/en/res/wp/1996/wp96-9.pdf (Erişim Tarihi: 15.04.2015).
  • http://www.oecd.org/ (Erişim Tarihi: 10.04.2015).
  • https://www.ec.europa.eu/eurostat (Erişim Tarihi: 19.04.2015).
  • https://www.tcmb.gov.tr (Erişim Tarihi: 18.04.2015).
  • Johansen, S., Juselius, K., (1990), “Maximum Likelihood Estimation and Inference on Cointegration With Application to the Demand for Money”, Oxford Bulletin of Economics and Statistics, 52, ss. 169-210.
  • Johansen, Soren, (1988), “Statistical Analysis of Cointegration Vectors.” Journal of Economic Dynamics and Control, 12, ss. 231-254.
  • Jin, Guo (2008), “The Impact of Oil Price Shock and Exchange Rate Volatility on Economic Growth: A Comparative Analysis for Russia Japan and China”, Research Journal of International Studies, Issue 8, ss: 98- 111.
  • Kiani, A. (2011), “Impact of High Oil Prices on Pakistan’s Economic Growth”. International Journal of Business and Social Science, 2(17), ss. 209-216.
  • Mork, K.A. (1994), “Business Cycles and The Oil Market”, The Energy Journal, 15, ss. 1538.
  • Mory, J.F. (1993), “Oil Prices and Economic Activity: is The Relationship Symmetric?” Energy Journal, 14, ss. 151-161.
  • Osigwe, Augustine C.(2015), “Exchange Rate Fluctuations, Oil Prices and Economic Performance: Empirical Evidence From Nigeria” International Journal of Energy Economics and Policy, 5(2), ss. 502-506.
  • Shafi, Khuram vd.(2015), “Exchange Rate Volatility and Oil Prices Shocks and Its İmpact on Economic Sustainability”, Management Science Letters, www.GrowingScience.com/msl (Erişim Tarihi: 25.06.2015)
  • Wilson, B. (2006), “The Link Between Inflation, Inflation Uncertainty and Output Growth: New Time Series Evidence From Japan”. Journal of Macroeconomics, Vol. 28, ss. 609-620.
There are 26 citations in total.

Details

Journal Section Articles
Authors

Erşan Sever

Volkan Han

Publication Date July 28, 2016
Published in Issue Year 2016 Volume: 9 Issue: 3

Cite

APA Sever, E., & Han, V. (2016). DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ. Niğde Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, 9(3), 91-102.
AMA Sever E, Han V. DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ. Niğde Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. July 2016;9(3):91-102.
Chicago Sever, Erşan, and Volkan Han. “DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ”. Niğde Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi 9, no. 3 (July 2016): 91-102.
EndNote Sever E, Han V (July 1, 2016) DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ. Niğde Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 9 3 91–102.
IEEE E. Sever and V. Han, “DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ”, Niğde Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol. 9, no. 3, pp. 91–102, 2016.
ISNAD Sever, Erşan - Han, Volkan. “DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ”. Niğde Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 9/3 (July 2016), 91-102.
JAMA Sever E, Han V. DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ. Niğde Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2016;9:91–102.
MLA Sever, Erşan and Volkan Han. “DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ”. Niğde Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, vol. 9, no. 3, 2016, pp. 91-102.
Vancouver Sever E, Han V. DÖVİZ KURU DALGALANMALARI VE PETROL FİYATI ŞOKLARININ TÜRKİYE’NİN EKONOMİK BÜYÜMESİ ÜZERİNE ETKİSİ. Niğde Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2016;9(3):91-102.
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