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Euro/TL Volatilitesinin Türkiye - Avrupa Birliği Ticaret Performansı Üzerindeki Etkileri: Ampirik Bulgular = The Effects of Euro/TL Volatility on the performance of Turkey - European Union Trade: Empirical Evidence

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Author(s): Mehmet ŞENTÜRK | Yusuf Ekrem AKBAŞ | Suzan ERGÜN

Journal: Dogus University Journal
ISSN 1302-6739

Volume: 14;
Issue: 1;
Start page: 112;
Date: 2013;
Original page

Keywords: Dış Ticaret | Euro/TL | Zivot-Andrews | Lee-Strazicich | Dolodo-Lutkepohl-Granger | Foreign Trade | Euro/TL | Zivot-Andrews | Lee- Strazicich | Dolodo-Lutkepohl-Granger

ABSTRACT
In this study the effect of Euro/TL exchange rate fluctuations on Turkey-EU trade is analyzed for 1996-2011 period. In this context, the Philips-Perron and KPSS unit root tests are carried out first. In addition, the Zivot-Andrews and Lee-Strazicich structural break tests were also performed. Finally, Dolado-Lutkepohl Granger causality test was applied in order to determine the direction of the relationship between the variables. The tests revealed a bi-directional causality in Turkey-EU trade.
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