TÜRKIYE’NIN İHRACATI VE İTHALATI ARASINDA ASİMETRİK BİR İLİŞKİ VAR MIDIR?: AMPİRİK KANITLAR

Year 2019, Volume: 2019 Issue: 2, 7 - 13, 11.12.2019

Cüneyt Koyuncu , Hüseyin Safa Ünal

Abstract

Bu çalışma
Türkiye’nin ithalat ve ihracat malları arasında, 1960:1-2019:8 periyodu için
asimetrik bir ilişki olup olmadığını bulmayı amaçlamaktadır. Aylık veri
kullanılmıştır. Ampirik sonuçlara göre, ithalat ve ihracat arasında doğrusal
olmayan bir bağlantı bulunmaktadır. Bu sebeple, herhangi bir asimetrik ilişkiyi
tespit etmek için NARDL metodu kullanılmıştır. Seriler arasında uzun dönemli
asimetrik ilişki bulunduğu saptanmasına rağmen, kısa dönemde bu ilişkinin
varlığı tespit edilememiştir. Türkiye’nin ihracatında gerçekleşen %1’lik bir
artış, ithalatında %0.746’lık bir yükselmeyle sonuçlanmaktadır. Diğer yandan,
ihracatta oluşan %1’lik bir düşüş, ithalatı %0.669 oranında azaltmaktadır.
Model diagnostik testleri otokorelasyon, değişen varyans (heteroskedasticity)
ve yanlış model belirlenmesi (misspesification) gibi sorunların bulunmadığını
göstermektedir.

Keywords

İhracat, İthalat, NARDL, Asimetri

IS THERE AN ASYMMETRIC RELATIONSHIP BETWEEN EXPORTS AND IMPORTS IN TURKEY?: AN EMPIRICAL EVIDENCE

Abstract

This study tries to find out if there is an asymmetric
relationship between the value of imported goods and the value of the exported
goods in Turkey for the monthly periods of 1960:1-2019:8. According to
empirical results, the linkage between imports and exports is nonlinear. Thus,
NARDL approach is conducted in order to determine the existence of any
asymmetric relationship. It is found that there is an asymmetric relationship
between the series in the long run but not in the short run. 1% increase in the
exports results in a 0.746% increase in the imports of Turkey. On the other
hand, when the exports decrease by 1%, it decreases the imports by 0.669% in Turkey.
Model diagnostic tests show no autocorrelation, heteroscedasticity or
misspecification problems in the model.

Keywords

Exports, Imports, NARDL, Asymmetry

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