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DÖVĠZ KURU DALGALANMALARININ TARIMSAL DIġ TĠCARETE ETKĠSĠ: TÜRKĠYE ÖRNEĞĠ

THE EFFECT OF EXCHANGE RATE VOLATILITY ON AGRICULTURAL FOREIGN TRADE: THE CASE OF TURKEY

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Abstract (2. Language): 
This study has examined the impact of reel exchange rate volatility on performance of agricultural foreign trade of Turkey. AR-EGARCH (1,1) method is used to measure real exchange rate volatility. Johansen co integration test and vector error correction technique are used to understand the implication of real exchange rate fluctuation for Turkey‟s agricultural export and import, using quarterly data from 1989:01 to 2011:02. According to the empirical result, real exchange rate variability for agricultural exports and imports affects the negative in Turkey. Besides that, real exchange rate fluctuations affect more agricultural export level
Abstract (Original Language): 
Bu çalışmada reel döviz kuru değişkenliğinin Türkiye‟nin tarımsal dış ticaret performansına etkisi araştırılmıştır. Döviz kuru değişkenliğini ölçmede AR-EGARCH (1,1) yöntemi kullanılmıştır. Johansen eş bütünleşme testi ve hata düzeltme tekniği kullanılarak döviz kuru değişkenliği ile tarımsal dış ticaret arasındaki ilişkiler 1989:01–2011:02 dönemi üçer aylık veriler kullanılarak araştırılmıştır. Analiz sonucuna göre, reel döviz kuru değişkenliği Türkiye‟de tarımsal ihracat ve ithalatı negatif etkilemektedir. Fakat reel döviz kuru dalgalanmalarından tarımsal ihracat seviyesi daha fazla etkilenmektedir.
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