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Journals / Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi / 2006 / Cilt: 24 - Sayı: 1

The Long Run Effect of Exchange Rate Voliatility on Turkey's Export

Döviz Kurundaki Değişkenliğin Türkiye'nin İhracatına Uzun Dönemli Etkisi

Cem KADILAR
Muammer ŞİMŞEK
Pages
45–68
Publication Date
2022-10-18
DOI
—
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

The results show that Turkey's export demand is not sensitive to the exchange rate volatility in the long run.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, the long-term effect of the exchange rate volatility on Turkey's export has been investigated using the recently developed bounds testing technique in cointegration analysis.
📊
Key Findings & Data:Exchange rate volatility has been obtained by GARCH modelling.
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Conclusion & Impact:The results show that Turkey's export demand is not sensitive to the exchange rate volatility in the long run.
🔬Design:Modeling & Simulation
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

In this study, the long-term effect of the exchange rate volatility on Turkey's export has been investigated using the recently developed bounds testing technique in cointegration analysis. Exchange rate volatility has been obtained by GARCH modelling. The results show that Turkey's export demand is not sensitive to the exchange rate volatility in the long run.

Özet

Bu çalışmada, eşbütünleşme analizinde yeni geliştirilen sınır testi tekniği kullanılarak döviz kurundaki değişkenliğin Türkiye'nin ihracatına uzun dönemli etkisi incelenmektedir. Döviz kurundaki değişme, GARCH modellemesi ile ölçülmektedir. Elde edilen sonuçlar, Türkiye'nin ihracat talebinin, döviz kurundaki değişkenliğin uzun dönemli etkisine duyarlı olmadığını göstermiştir.

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Cite This Article

KADILAR, C., ŞİMŞEK, M. (2022). The Long Run Effect of Exchange Rate Voliatility on Turkey's Export. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Cilt: 24 - Sayı: 1, 45–68. https://ajindex.com/articles/533252

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