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Reel Döviz Kuru Belirsizliğinin Ticaret Performansına Etkisi: Türkiye Uygulaması

THE EFFECT OF REAL EXCHANGE RATE UNCERTAINITY ON TRADE PERFORMANCE: THE CASE OF TURKEY

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Abstract (2. Language): 
This study empirically investigates the impact of reel exchange rate uncertainty on Turkey's trade performance. AR-EGARCH method is used to measure real exchange rate uncertainty. Johansen co integration and vector error correction techniques are used to understand the implication of real exchange rate uncertainty for Turkey's export and import, using quarterly data from 1988:01 to 2009:02. The results of empirical indicate that real exchange rate uncertainty has negative effect on export volume, but positive effect on import volume.
Abstract (Original Language): 
Bu çalışmada reel döviz kuru belirsizliğinin Türkiye'nin ticaret performansına etkisi araştırılmıştır. Döviz kuru belirsizliğini ölçmede AR-EGARCH yöntemi kullanılmıştır. Eşbütünleşme ve hata düzeltme tekniği kullanılarak döviz kuru belirsizliği ile dış ticaret arasındaki ilişkiler 1988:01¬2009:02 dönemi üçer aylık veriler kullanılarak araştırılmıştır. Reel döviz kuru belirsizliğinin reel ihracatı negatif, reel ithalatı ise pozitif etkilediği sonucuna ulaşılmıştır.

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