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In Turkey The Relationship Between Real Exchange Rate – Foreign Trade: Testing by Helping Of Vector Otoregression (Var) Analysis

Yıl 2009, Cilt: 4 Sayı: 1, 179 - 198, 30.06.2009

Öz

As of the publication date, this article does not have an abstract section.

Kaynakça

  • AKHTAR, M., R. Spence Hilton, (1984), "Effects Of Exchange Rate Uncertainity On German and U.S. Trade", Federal Reserve Bank Of New York, Quarterly Review, vol. 9, 7 - 16.
  • ALSE, J. ve Oskooee, M. B., (1995), "Do Devaluations Improve or Worsen the Terms of Trade?", Journal of Economic Studies, 22(6),16-25
  • AMANO, R. A., (1995), "Terms of Trade and Real Exchange Rates: The Canadian Evidence", Journal of lnternational Money and Finance, Vol.14, No.1, 83-104.
  • BAILEY, Martin, George S. Tavlas, (1988), "Trade and Investment Under Floating Rates: The U.S Experience", Cato Journal, Fall, 421 - 449.
  • BOLLERSLEV, Tim (1986), "Generalized Autoregressive Conditionally Heteroskedasticity", ARCH Selected Readings, Oxford University Pres.
  • BRADA, Josef C., Jose A. Mendez (1988), "Exchange Rate Risk, Exchange Rate Regime and The Volume Of International Trade", Kyklos, 41, 263- 280.
  • CHOWDHURY, Abdur R., (1993), "Does Exchange Rate Volatility Depress Trade Flows? Evidence From Error Correction Models", The Review Of Economics and Statstics, 76, 700 - 706.
  • COOPER, R. N., (1971), "An Assessment of Currency Devaluation in Developing Countries", Yale University Pres, New Haven.
  • DİCKEY; D. , W.A., Fuller; W. A. (1981) "Likelihood Ratio Statistics forAutoregressive Time Series With a Unit Root", Econometrica, 49.
  • ENDERS, Walter, (1989), Unit Roots and The Real Exchange Rate Before World War I, The Case Of Britain and The U.S.A, Journal Of lnternational Money and Finance, 55- 70.
  • ENGLE; R.F. , C.W. J. Granger (1987), "Cointegration and Error Correction: Representation, Estimation and Testing", Econometrica, 55.
  • GRANGER, Clive William John ve Paul Newbold, (1974), "Spurious Regression in Econometrics", Journal of Econometrics, Vol.2.
  • GUJARATİ, Damodar N., (1995), Basic Econometrics, Mc-Graw-Hill ine, U.S.A.
  • HOOK, Law Siong, Tan Hui Boon, (2000), "Exchange Rate Volatility And Malaysian Export To its Major Trading Partners, Working Paper, 6. Universiti Putra Malaysia.
  • GOTUR, Padma, (1985), "Effects of Exchange Rate Volatility on Trade", IMF Sta.ff Papers, 32, 475 - 512.
  • HWANG, Hae Du, Jin Woo Lee (2005), "Exchange Rate Volatility and Trade Flows of The U.K in 1990's, lnternational Area Review, Vol 8 (1), Spring, 173 - 182.
  • JOHANSEN; S. (1988), "Statistical Analysis of Cointegration Vectors", Journal of Economic Dynamics and Control, 12, 231-254.
  • JOHANSEN; S. (1991), "Estimation and Hypothesis Testing of Cointegration in Gaussian Vector Autoregrsssive Models", Econometrica, 59, 1551- 1580.
  • JOHANSEN; S. ve K. Juselius (1990), "Maximum Likelihood Estimation and lnference on Cointegration with Application to the Demand for Money", Oxford Bulletin of Economics and Statistiscs, 52, 169-210.
  • KASMAN, Adnan, Saadet Kasman (2005), " Exchange Rate Uncertaınty in Turkey And lts lmpact On Export Volume ", ODTÜ Gelişme Dergisi, 41 - 58.
  • iN, F. ve Menon, J, (1996), "The Long Run Relationship between the Real Exchange Rate and Terms of Trade in OECD Countries", Applied Economics, 28, s.1075-1080
  • KOCH, P. D. ve Rosensweigh, J. A., (1992), The Dollar and the US Terms of Trade, Journal of Macroeconomics, Vol. 14, s.467-486
  • KORAY, Faik, William D, Lastrapes, (1989), "Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach," The Review of Economics and Statistics, 71, 708 - 712.
  • KOYA, S. ve Orden, D., (1994), Terms of Trade and the Exchange Rates of New Zeland and Australia, Applied Economics, 26, s.451-457
  • KRONER, Kenneth F, William D. Lastpares (1993),"The Impact Of Exchange Rate Volatility On International Trade: Reduced Form Of Estimates Using The GARCH-in-mean Model", Journal Of lnternational Money and Finance 12,298 - 318.
  • KRONER, Kenneth F, William D. Lastpares (1993),"The Impact Of Exchange Rate Volatility On International Trade: Reduced Form Of Estimates Using The GARCH-in-mean Model", Journal Of lnternational Money and Finance 12,298 - 318.
  • KRONER, Kenneth F, William D. Lastpares (1993),"The Impact Of Exchange Rate Volatility On International Trade: Reduced Form Of Estimates Using The GARCH-in-mean Model", Journal Of lnternationalMoney and Finance 12,298 - 318.
  • LEE, Kang Soek, Philippe Saucier (2005), "Exchange Rate Instability and Trade Integration - The Case of Asia", 5th lnternatioanal Conference lnternational Trade and Logistics Corporate Strategies and The Global Economy, Le Havre.
  • Mc KENZİE, Mihael D., (1998), "The Impact Of Exchange Rtae Volatility On Australian Trdae Flows", Journal Of Economic Survey, Vol.13, No:1, PP:71 -106.
  • MEMMEDOV, Zahid, (2003), "Enflasyon ve Para İkamesi Olgusu", Journal Of Qafqaz University, Vol.2, Number2.
  • QUIRK, Peter, (1996), "Exchange Rate Regime as Inflation Anchors", Finance and Development Vol.33, Number:1, March.
  • SİVRİ, U. ve Usta, C., (2001), "Reel Döviz Kuru, İhracat ve İthalat Arasındaki İlişki", Uludağ Üniversitesi İ.İ.B.F. Dergisi, Cilt:19, Sayı:4, s.1-11.
  • TERZİ, Harun ve Ahmet Zengin, (1995), "Türkiye'de Kur Politikası, İthalat, İhracat ve Dış Ticaret Dengesi İlişkisinin Ekonometrik Analizi", Gazi Üniversitesi İ.İ.B.F Dergisi, Cilt: 11, Ankara
  • TERZİ; Harun ve Hilmi Zengin ,(2003), Temel Ekonometri Teori ve Uygulama, Derya Kitabevi Yayınları, Trabzon.
  • ZENGİN, Ahmet., (2000), "Reel Döviz Kuru Hareketleri ve Dış Ticaret Fiyatları Türkiye Ekonomisi Üzerine Bulgular, C.Ü. İktisadi ve İdari Bilimler Dergisi, 2(2), 27- 41.
  • ZENGİN, Ahmet. ve Harun Terzi, (1995), "Türkiye'de Kur Politikası, İthalat, İhracat ve Dış Ticaret Dengesi İlişkisinin Ekonometrik Analizi", Gazi Üniversitesi İ.İ.B.F. Dergisi, 11(1-2), s.247-266

TÜRKİYE'DE DIŞ TİCARET - REEL DÖVİZ KURU İLİŞKİSİ: VEKTÖR OTOREGRESYON (VAR) ANALİZİ YARDIMIYLA SINANMASI

Yıl 2009, Cilt: 4 Sayı: 1, 179 - 198, 30.06.2009

Öz

Bu makalenin yayınlanma tarihi itibariyle öz bölümü bulunmamaktadır.

Kaynakça

  • AKHTAR, M., R. Spence Hilton, (1984), "Effects Of Exchange Rate Uncertainity On German and U.S. Trade", Federal Reserve Bank Of New York, Quarterly Review, vol. 9, 7 - 16.
  • ALSE, J. ve Oskooee, M. B., (1995), "Do Devaluations Improve or Worsen the Terms of Trade?", Journal of Economic Studies, 22(6),16-25
  • AMANO, R. A., (1995), "Terms of Trade and Real Exchange Rates: The Canadian Evidence", Journal of lnternational Money and Finance, Vol.14, No.1, 83-104.
  • BAILEY, Martin, George S. Tavlas, (1988), "Trade and Investment Under Floating Rates: The U.S Experience", Cato Journal, Fall, 421 - 449.
  • BOLLERSLEV, Tim (1986), "Generalized Autoregressive Conditionally Heteroskedasticity", ARCH Selected Readings, Oxford University Pres.
  • BRADA, Josef C., Jose A. Mendez (1988), "Exchange Rate Risk, Exchange Rate Regime and The Volume Of International Trade", Kyklos, 41, 263- 280.
  • CHOWDHURY, Abdur R., (1993), "Does Exchange Rate Volatility Depress Trade Flows? Evidence From Error Correction Models", The Review Of Economics and Statstics, 76, 700 - 706.
  • COOPER, R. N., (1971), "An Assessment of Currency Devaluation in Developing Countries", Yale University Pres, New Haven.
  • DİCKEY; D. , W.A., Fuller; W. A. (1981) "Likelihood Ratio Statistics forAutoregressive Time Series With a Unit Root", Econometrica, 49.
  • ENDERS, Walter, (1989), Unit Roots and The Real Exchange Rate Before World War I, The Case Of Britain and The U.S.A, Journal Of lnternational Money and Finance, 55- 70.
  • ENGLE; R.F. , C.W. J. Granger (1987), "Cointegration and Error Correction: Representation, Estimation and Testing", Econometrica, 55.
  • GRANGER, Clive William John ve Paul Newbold, (1974), "Spurious Regression in Econometrics", Journal of Econometrics, Vol.2.
  • GUJARATİ, Damodar N., (1995), Basic Econometrics, Mc-Graw-Hill ine, U.S.A.
  • HOOK, Law Siong, Tan Hui Boon, (2000), "Exchange Rate Volatility And Malaysian Export To its Major Trading Partners, Working Paper, 6. Universiti Putra Malaysia.
  • GOTUR, Padma, (1985), "Effects of Exchange Rate Volatility on Trade", IMF Sta.ff Papers, 32, 475 - 512.
  • HWANG, Hae Du, Jin Woo Lee (2005), "Exchange Rate Volatility and Trade Flows of The U.K in 1990's, lnternational Area Review, Vol 8 (1), Spring, 173 - 182.
  • JOHANSEN; S. (1988), "Statistical Analysis of Cointegration Vectors", Journal of Economic Dynamics and Control, 12, 231-254.
  • JOHANSEN; S. (1991), "Estimation and Hypothesis Testing of Cointegration in Gaussian Vector Autoregrsssive Models", Econometrica, 59, 1551- 1580.
  • JOHANSEN; S. ve K. Juselius (1990), "Maximum Likelihood Estimation and lnference on Cointegration with Application to the Demand for Money", Oxford Bulletin of Economics and Statistiscs, 52, 169-210.
  • KASMAN, Adnan, Saadet Kasman (2005), " Exchange Rate Uncertaınty in Turkey And lts lmpact On Export Volume ", ODTÜ Gelişme Dergisi, 41 - 58.
  • iN, F. ve Menon, J, (1996), "The Long Run Relationship between the Real Exchange Rate and Terms of Trade in OECD Countries", Applied Economics, 28, s.1075-1080
  • KOCH, P. D. ve Rosensweigh, J. A., (1992), The Dollar and the US Terms of Trade, Journal of Macroeconomics, Vol. 14, s.467-486
  • KORAY, Faik, William D, Lastrapes, (1989), "Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach," The Review of Economics and Statistics, 71, 708 - 712.
  • KOYA, S. ve Orden, D., (1994), Terms of Trade and the Exchange Rates of New Zeland and Australia, Applied Economics, 26, s.451-457
  • KRONER, Kenneth F, William D. Lastpares (1993),"The Impact Of Exchange Rate Volatility On International Trade: Reduced Form Of Estimates Using The GARCH-in-mean Model", Journal Of lnternational Money and Finance 12,298 - 318.
  • KRONER, Kenneth F, William D. Lastpares (1993),"The Impact Of Exchange Rate Volatility On International Trade: Reduced Form Of Estimates Using The GARCH-in-mean Model", Journal Of lnternational Money and Finance 12,298 - 318.
  • KRONER, Kenneth F, William D. Lastpares (1993),"The Impact Of Exchange Rate Volatility On International Trade: Reduced Form Of Estimates Using The GARCH-in-mean Model", Journal Of lnternationalMoney and Finance 12,298 - 318.
  • LEE, Kang Soek, Philippe Saucier (2005), "Exchange Rate Instability and Trade Integration - The Case of Asia", 5th lnternatioanal Conference lnternational Trade and Logistics Corporate Strategies and The Global Economy, Le Havre.
  • Mc KENZİE, Mihael D., (1998), "The Impact Of Exchange Rtae Volatility On Australian Trdae Flows", Journal Of Economic Survey, Vol.13, No:1, PP:71 -106.
  • MEMMEDOV, Zahid, (2003), "Enflasyon ve Para İkamesi Olgusu", Journal Of Qafqaz University, Vol.2, Number2.
  • QUIRK, Peter, (1996), "Exchange Rate Regime as Inflation Anchors", Finance and Development Vol.33, Number:1, March.
  • SİVRİ, U. ve Usta, C., (2001), "Reel Döviz Kuru, İhracat ve İthalat Arasındaki İlişki", Uludağ Üniversitesi İ.İ.B.F. Dergisi, Cilt:19, Sayı:4, s.1-11.
  • TERZİ, Harun ve Ahmet Zengin, (1995), "Türkiye'de Kur Politikası, İthalat, İhracat ve Dış Ticaret Dengesi İlişkisinin Ekonometrik Analizi", Gazi Üniversitesi İ.İ.B.F Dergisi, Cilt: 11, Ankara
  • TERZİ; Harun ve Hilmi Zengin ,(2003), Temel Ekonometri Teori ve Uygulama, Derya Kitabevi Yayınları, Trabzon.
  • ZENGİN, Ahmet., (2000), "Reel Döviz Kuru Hareketleri ve Dış Ticaret Fiyatları Türkiye Ekonomisi Üzerine Bulgular, C.Ü. İktisadi ve İdari Bilimler Dergisi, 2(2), 27- 41.
  • ZENGİN, Ahmet. ve Harun Terzi, (1995), "Türkiye'de Kur Politikası, İthalat, İhracat ve Dış Ticaret Dengesi İlişkisinin Ekonometrik Analizi", Gazi Üniversitesi İ.İ.B.F. Dergisi, 11(1-2), s.247-266
Toplam 36 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Konular Yasal Sistemler (Diğer)
Bölüm Tez Özeti
Yazarlar

Volkan Alptekin

Yayımlanma Tarihi 30 Haziran 2009
Yayımlandığı Sayı Yıl 2009 Cilt: 4 Sayı: 1

Kaynak Göster

Chicago Alptekin, Volkan. “TÜRKİYE’DE DIŞ TİCARET - REEL DÖVİZ KURU İLİŞKİSİ: VEKTÖR OTOREGRESYON (VAR) ANALİZİ YARDIMIYLA SINANMASI”. Erciyes Üniversitesi Hukuk Fakültesi Dergisi 4, sy. 1 (Haziran 2009): 179-98.

Creative Commons Lisansı
Erciyes Üniversitesi Hukuk Fakültesi Dergisi Creative Commons Atıf-GayriTicari-Türetilemez 4.0 Uluslararası Lisansı ile lisanslanmıştır.