Enerji Fiyatlarının Dış Ticaret Açığı Üzerindeki Rolü: Doğrusal Olmayan İlişkinin Analizi

Öz

Enerji ülkelerin gerek ekonomik büyüme performansları gerekse de dış ticaret işlemleri açısından önemli bir üretim faktörüdür. Özellikle enerjide dışa bağımlı olan ülkelerde enerji harcamaları dış ticaret üzerinde kaydadeğer etkilere sahip olabilmektedir. Bu amaçla çalışmada, enerji giderleri ile dış ticaret açığı arasındaki ilişki doğrusal olmayan ekonometrik modellerle ele alınmıştır.  Veriler TÜİK ve MB’dan (TCMB) alınmış olup 2002:1- 2015:12 dönemini kapsamaktadır. Doğrusal olmayan Granger nedensellik analizi sonuçları enerji giderleri ve dış ticaret açığı değişkenleri arasında çift yönlü bir nedensellik olduğunu ortaya koymaktadır.

Anahtar Kelimeler

• Enerji Harcaması,Dış Ticaret Açığı,Doğrusal Olmayan Granger Nedensellik Analizi

Role of Energy Prices on Foreign Trade Deficit: Analiysis of Non-Linear Relationship

Abstract

Energy is an importantproduction factor for both countries’ economic growth and their foreign trade. Especially, in countries which are foreign source dependant on, energy expenditure may have considerable effects on foreign trade. For this purpose, the relationship in between energy expenditure and foreign trade deficit is discussed through non- linear econometric models. The data is taken from database of TUIK and Cebtral Bank (CBRT)for the term 2002:1- 2015:12. Non-linear Granger causality analiysis has shown that, the variables of energy consumption and foreign trade deficit have a bidirectional causality relationship. 

Keywords

• Energy Expanditure,Foreign Trade Deficit,Non-linear Granger Causality Analysis

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