PETROL FİYATLARININ DIŞ TİCARET AÇIĞI ÜZERİNDEKİ ETKİSİ: TÜRKİYE ÖRNEĞİ

Yıl 2013, Sayı: 42, 67 - 90, 18.05.2015

Tayfur Bayat Ahmet Şahbaz Taner Akçacı

Öz

Bu çalışmada Türkiye’nin 1992:01-2012:04 dönemine ait aylık veriler kullanılarak reel petrol fiyatları ile dış ticaret dengesi arasındaki ilişki, doğrusal olmayan eşbütünleşme, doğrusal olmayan ve frekans alanı Granger tipi nedensellik analizleri kullanılarak incelenmiştir. Analizler sonucunda reel petrol fiyatından dış ticaret açığına tek yönlü nedenselliğin olduğu sonucuna ulaşılmıştır. Fakat nedensellik ilişkisi sadece orta vadede geçerlidir. Buna göre Türkiye’de orta vadede petrol fiyatlarındaki oynaklıklar dış ticaret açıklarının oluşmasında etkili iken, uzun vadede dış ticaret açıkları üzerindeki etkisi kaybolmaktadır.

Anahtar Kelimeler

Dış Ticaret Dengesi, Petrol Fiyatları, Doğrusal Olmayan Eşbütünleşme, Doğrusal Olmayan Nedensellik, Frekans Alanı Nedensellik.

Kaynakça

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