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“Döviz Kuru Belirsizliğinin İhracata Etkisi: Türkiye İçin Bir Uygulama”

Yıl 2009, Cilt: 16 Sayı: 2, 95 - 105, 01.06.2009

Öz

Kaynakça

  • AKHT AR, M. and R.Spence Hilton (1984), “Effects of Exchange Rate Uncertainty on German and U.S. Trade”, Federal Reserve Bank of New York, Quarterly Review. Vol 9, 7-16.
  • ARISTOTEDOUS, Kyriacos (2001), “Exchange-Rate Volatility, Exchange-Rate Regime, And Trade Volume: Evidence From The UK—US Export Function (1889—1999)”, Econonıics Letters, Volume 72, Issue 1, 87-94.
  • ARIZE, A.C. (1995), “The Effects Of Exchange-Rate Volatility On U.S. Exports: An Empirical Investigation, Southern Economic Journal, 62 (1), 34-43.
  • ARIZE, A.C. (1996), “The Impact Of Exchange-Rate Uncertainty On Export Growth: Evidence From Korean Data”, International Economic Journal, 10 (3), 49-60.
  • ARIZE, A.C., T. Osang and D.J. Slottje (2000), “Exchange-Rate Volatility And Foreign Trade: Evidence From Thirteen LDC’s”, Journal of Business and EconomicStatistics, 18 (1), 10- 17.
  • CHOWDHURY, A.R. (1993), “Does Exchange Rate Volatility Depress Trade Flows? Evidence From Error-Correction Models”, Review of Economics and Statistics, 75 (4), 700-706.
  • CUSHMAN, D. 0. (1983), “The Effects of Real Exchange Rate Risk On International Trade”, Journal of International Economics, 15,45-63.
  • CUSHMAN, D. 0. (1986), “Has Exchange Risk Depressed International Trade? The Impact of Third-Country Exchange Risk”, Journal of International Money and Finance, 5, 361-379.
  • CUSHMAN, D. 0. (1988), “U.S. Bilateral Trade Flows And Exchange Risk During The Floating Period, Journal of International Econonıics, 24, 317-330.
  • DE GRAUWE, P. (1988), “Exchange Rate Variability And The Slowdown in The Growth of International Trade”, IMF Staff Papers, 35 (1), 63-84.
  • DICKEY, David A., and A. Wayne Fuller (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root”, Journal of the American Statistical Association, 74, 427 — 431.
  • DICKEY, David A., and A. Wayne Fuller (1981), “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root”, Econometrica, Vol. 49, No. 4., 1057-1072.
  • DAVID, A. Dickey and Sastry G. Pantula (1987), “Determining the Order of Differencing in Autoregressive Processes”, Journal of Business & Economic Statistics, Vol. 5, No. 4., 455-461.
  • DOĞANLAR, M. (2002), “Estimating The Impact Of Exchange Rate Volatility On Exports: Evidence From Asian Countries”, Applied Economics Letters, 9 (13) October, pp.859- 863.
  • DOYLE, E. (2001), “Exchange Rate Volatility and Irish-UK Trade, 1979—1992”, Applied Econonıics, 33, 249-265.
  • ENGLE, RF. and CW. Granger (1987), “Cointegration and error correction: representation, estimation and testing”, Econometrica, 55 (2), 251—276.
  • Firmalarin, ticari işlemlerinden dolay1 ortaya ç1kabi1ecek olan döviz kuru risklerini gidermek
  • amaclyla yaprmş olduklari vadeli işlemler.
  • GOTUR, P. (1985), “Effects Of Exchange Rate Volatility On Trade: Some Further Evidence, IMF Staff Papers, 32 (3), 475-512.
  • GRANGER, C.W.J. and P. NeWbold (1974), “Spurious Regressions In Economics”, Journal of Econometrics, 2 (2),111-120.
  • GUJARATI, Damodar N. (2006), Temel Ekonometri, 4. b., (Çeviri Ümit Şenesen ve Gülay Günlük Şenesen), İstanbul: literatür Yayinc111k.
  • HOOPER, Peter and Steven W. Kohlhagen (1978), “The Effect Of Exchange Rate Uncertainty On The Prices And Volume Of International Trade”, Journal of International Economics, 8, 1978.
  • JOHANSEN, S. (1988), “Statistical Analysis Of Cointegration Vectors”, Journal of Economic Dynamics and Control, 12 (2-3), 231-254.
  • J OHANSEN, S. and K. Juselius (1990), “Maximum Likelihood Estimation And Inference On Cointegration With Applications To The Demand For Moneyf’, Oxford Bulletin of Economics and Statistics, 52 (2) May, pp.169-210.
  • KARACA, Orhan (2005), “Türkiye’de Faiz Oranı İle Döviz Kuru Arasındaki İlişki: Faizlerin Düşürülmesi Kurlari Yükseltir mi?” , Türkiye Ekonomi Kurumu, Ekonomist Dergisi, Araştırma Bölümü.
  • KASMAN , Adnan (2003), Türkiye’de Reel Döviz Kuru Oynakllğl Ve Bunun İhracat Üzerine Etkisi: Sektörel Bir Analiz” Uludağ Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Cilt XXII, Sayı 2, 169-186.
  • KASMAN , Adnan ve Saadet Kasman (2005), ”Exchange rate uncertainty in Turkey and its impact on export volume”, METU Studies in Development, 32 (June), 41-5 8.
  • KENEN, P. and D. Rodrik (1986), “Measuring and analysing the effects of shortterm volatility on real exchange rates”, Review of Economics and Statistics, 68 (2), 311-315.
  • KLEIN, M.W. (1990), “Sectoral effets of exchange rate volatility on United States exports”, Journal of International Money and Finance, 9 (3), 299-308.
  • KORAY, F. and Lastrapes, W.D. (1989) Real exchange rate volatility and U.S.bilateral trade: A VAR approach, Review of Economics and Statistics, 71 (4), November, 708-712.
  • MCKENZIE, M.D. & Brooks, R.D. (1997), “The impact of exchange rate volatility on German-U.S. trade şows”, Journal of International Financial Markets, Institutions and Money, 7 (1), April, 73-87.
  • ÖZTÜRK, İlhan and Ali Acaravcl, "The effects of exchange rate volatility on the turkish export: an empirical Investigation”, MPRA Paper No. 332, 2006.
  • POZO, S. (1992), “Conditional exchange-rate volatility and the volume of international trade: evidence from the early 1900’s”, Review of Economics and Statistics, 74 (2) May, 325- 329.
  • SAATÇİ, Cem ve Orhan Karaca (2004), “Döviz Kuru Belirsizliğinin İhracata Etkisi: Türkiye Örneği”, Doğuş Üniversitesi Dergisi, 5 (2), 183-195.
  • SIMS, C. (1980), "Macroeconomics and Reality", Econometria, 48, Jan. 1980, 1-49.
  • YİĞİDİM, Arslan ve Nezir Köse (1997), “lhracat ve Ekonomik Büyüme Aras1ndaki İlişki, İthalatın Rolü: Türkiye Örneği(1980-1996)”, Ekonomik Yaklaşım, Cilt 8, Sayı 26.

Döviz Kuru Belirsizliğinin İhracata Etkisi: Türkiye İçin Bir Uygulama

Yıl 2009, Cilt: 16 Sayı: 2, 95 - 105, 01.06.2009

Öz

Bu çalışmada Türkiye’de döviz kuru belirsizliği ve ihracat hacmi arasındaki ilişki 1989:Q1 ile 2007:Q3 dönemi arasında üç aylık veriler kullanılarak araştırılmıştır. Elde edilen ampirik sonuçlara göre, inceleme dönemi için döviz kuru belirsizliği uzun dönemde ihracat hacmini negatif etkilerken kısa dönemde döviz kuru belirsizliğinin ihracat hacmi üzerinde etkiye sahip olmadığı görülmüştür

Kaynakça

  • AKHT AR, M. and R.Spence Hilton (1984), “Effects of Exchange Rate Uncertainty on German and U.S. Trade”, Federal Reserve Bank of New York, Quarterly Review. Vol 9, 7-16.
  • ARISTOTEDOUS, Kyriacos (2001), “Exchange-Rate Volatility, Exchange-Rate Regime, And Trade Volume: Evidence From The UK—US Export Function (1889—1999)”, Econonıics Letters, Volume 72, Issue 1, 87-94.
  • ARIZE, A.C. (1995), “The Effects Of Exchange-Rate Volatility On U.S. Exports: An Empirical Investigation, Southern Economic Journal, 62 (1), 34-43.
  • ARIZE, A.C. (1996), “The Impact Of Exchange-Rate Uncertainty On Export Growth: Evidence From Korean Data”, International Economic Journal, 10 (3), 49-60.
  • ARIZE, A.C., T. Osang and D.J. Slottje (2000), “Exchange-Rate Volatility And Foreign Trade: Evidence From Thirteen LDC’s”, Journal of Business and EconomicStatistics, 18 (1), 10- 17.
  • CHOWDHURY, A.R. (1993), “Does Exchange Rate Volatility Depress Trade Flows? Evidence From Error-Correction Models”, Review of Economics and Statistics, 75 (4), 700-706.
  • CUSHMAN, D. 0. (1983), “The Effects of Real Exchange Rate Risk On International Trade”, Journal of International Economics, 15,45-63.
  • CUSHMAN, D. 0. (1986), “Has Exchange Risk Depressed International Trade? The Impact of Third-Country Exchange Risk”, Journal of International Money and Finance, 5, 361-379.
  • CUSHMAN, D. 0. (1988), “U.S. Bilateral Trade Flows And Exchange Risk During The Floating Period, Journal of International Econonıics, 24, 317-330.
  • DE GRAUWE, P. (1988), “Exchange Rate Variability And The Slowdown in The Growth of International Trade”, IMF Staff Papers, 35 (1), 63-84.
  • DICKEY, David A., and A. Wayne Fuller (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root”, Journal of the American Statistical Association, 74, 427 — 431.
  • DICKEY, David A., and A. Wayne Fuller (1981), “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root”, Econometrica, Vol. 49, No. 4., 1057-1072.
  • DAVID, A. Dickey and Sastry G. Pantula (1987), “Determining the Order of Differencing in Autoregressive Processes”, Journal of Business & Economic Statistics, Vol. 5, No. 4., 455-461.
  • DOĞANLAR, M. (2002), “Estimating The Impact Of Exchange Rate Volatility On Exports: Evidence From Asian Countries”, Applied Economics Letters, 9 (13) October, pp.859- 863.
  • DOYLE, E. (2001), “Exchange Rate Volatility and Irish-UK Trade, 1979—1992”, Applied Econonıics, 33, 249-265.
  • ENGLE, RF. and CW. Granger (1987), “Cointegration and error correction: representation, estimation and testing”, Econometrica, 55 (2), 251—276.
  • Firmalarin, ticari işlemlerinden dolay1 ortaya ç1kabi1ecek olan döviz kuru risklerini gidermek
  • amaclyla yaprmş olduklari vadeli işlemler.
  • GOTUR, P. (1985), “Effects Of Exchange Rate Volatility On Trade: Some Further Evidence, IMF Staff Papers, 32 (3), 475-512.
  • GRANGER, C.W.J. and P. NeWbold (1974), “Spurious Regressions In Economics”, Journal of Econometrics, 2 (2),111-120.
  • GUJARATI, Damodar N. (2006), Temel Ekonometri, 4. b., (Çeviri Ümit Şenesen ve Gülay Günlük Şenesen), İstanbul: literatür Yayinc111k.
  • HOOPER, Peter and Steven W. Kohlhagen (1978), “The Effect Of Exchange Rate Uncertainty On The Prices And Volume Of International Trade”, Journal of International Economics, 8, 1978.
  • JOHANSEN, S. (1988), “Statistical Analysis Of Cointegration Vectors”, Journal of Economic Dynamics and Control, 12 (2-3), 231-254.
  • J OHANSEN, S. and K. Juselius (1990), “Maximum Likelihood Estimation And Inference On Cointegration With Applications To The Demand For Moneyf’, Oxford Bulletin of Economics and Statistics, 52 (2) May, pp.169-210.
  • KARACA, Orhan (2005), “Türkiye’de Faiz Oranı İle Döviz Kuru Arasındaki İlişki: Faizlerin Düşürülmesi Kurlari Yükseltir mi?” , Türkiye Ekonomi Kurumu, Ekonomist Dergisi, Araştırma Bölümü.
  • KASMAN , Adnan (2003), Türkiye’de Reel Döviz Kuru Oynakllğl Ve Bunun İhracat Üzerine Etkisi: Sektörel Bir Analiz” Uludağ Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Cilt XXII, Sayı 2, 169-186.
  • KASMAN , Adnan ve Saadet Kasman (2005), ”Exchange rate uncertainty in Turkey and its impact on export volume”, METU Studies in Development, 32 (June), 41-5 8.
  • KENEN, P. and D. Rodrik (1986), “Measuring and analysing the effects of shortterm volatility on real exchange rates”, Review of Economics and Statistics, 68 (2), 311-315.
  • KLEIN, M.W. (1990), “Sectoral effets of exchange rate volatility on United States exports”, Journal of International Money and Finance, 9 (3), 299-308.
  • KORAY, F. and Lastrapes, W.D. (1989) Real exchange rate volatility and U.S.bilateral trade: A VAR approach, Review of Economics and Statistics, 71 (4), November, 708-712.
  • MCKENZIE, M.D. & Brooks, R.D. (1997), “The impact of exchange rate volatility on German-U.S. trade şows”, Journal of International Financial Markets, Institutions and Money, 7 (1), April, 73-87.
  • ÖZTÜRK, İlhan and Ali Acaravcl, "The effects of exchange rate volatility on the turkish export: an empirical Investigation”, MPRA Paper No. 332, 2006.
  • POZO, S. (1992), “Conditional exchange-rate volatility and the volume of international trade: evidence from the early 1900’s”, Review of Economics and Statistics, 74 (2) May, 325- 329.
  • SAATÇİ, Cem ve Orhan Karaca (2004), “Döviz Kuru Belirsizliğinin İhracata Etkisi: Türkiye Örneği”, Doğuş Üniversitesi Dergisi, 5 (2), 183-195.
  • SIMS, C. (1980), "Macroeconomics and Reality", Econometria, 48, Jan. 1980, 1-49.
  • YİĞİDİM, Arslan ve Nezir Köse (1997), “lhracat ve Ekonomik Büyüme Aras1ndaki İlişki, İthalatın Rolü: Türkiye Örneği(1980-1996)”, Ekonomik Yaklaşım, Cilt 8, Sayı 26.
Toplam 36 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Makaleler
Yazarlar

Recep Tarı Bu kişi benim

Durmus Çağrı Yıldırım Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2009
Yayımlandığı Sayı Yıl 2009 Cilt: 16 Sayı: 2

Kaynak Göster

APA Tarı, R., & Yıldırım, D. Ç. (2009). Döviz Kuru Belirsizliğinin İhracata Etkisi: Türkiye İçin Bir Uygulama. Yönetim Ve Ekonomi Dergisi, 16(2), 95-105.