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Türkiye’de Reel Döviz Kuru ile İhracat ve İthalat Arasındaki Nedensellik İlişkisi: 1990 – 2006

The Causal Relationship Between The Real Exchange Rate and Export and Import in Turkey:1990-2006

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Abstract (2. Language): 
In this study, we investigate the interactions between the real exchange rates and export and import applying bivariate Granger causality test in Turkey. To determine the appropriate Granger causality relations, unit root and cointegtration models are used. With time-series techniques, it is found that there is a cointegrating relationship between the real exchange rates and export and import. On the other hand, our results indicate that there is a unidrectional causality from export and import to the real exchange rates
Abstract (Original Language): 
Bu çalısmada, Türkiye’de reel döviz kurları ile ihracat ve ithalat arasındaki etkilesim Granger nedensellik testi kullanılarak arastırılmıstır.Granger nedensellik iliskisini belirlemeden önce, birim kök ve esbütünlesme analizi yapılmıstır. Zaman serisi teknikleri kullanılarak elde edilen bulgulara göre, reel döviz kurları ile ihracat ve ithalat arasında esbütünlesme iliskinin varlığı görülmüstür. Diğer taraftan, reel döviz kuru ile ihracat ve ithalat arasında bulunan nedensellik iliskisi, ihracat ve ithalattan reel döviz kuruna doğru tek yönlü bir iliski biçiminde olmaktadır.

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