Doviz Kuru Oynakliginin Ithalata Etkileri: Turkiye Ornegi
Aydin Sari ()
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Aydin Sari: Pamukkale University
Istanbul University Econometrics and Statistics e-Journal, 2010, vol. 11, issue 1, pages 31-44
The factors affecting the foreign trade have always interested the researchers. In comparison to the other factors, the effects of exchange rate on international trade are a variable that remains at the forefront. Therefore, the influence of exchange rate fluctuation on export and import has been a research subject of a good number of empirical studies. Although consistent results could not been found in many of them, explaining and contributing findings were obtained. In this study, we prove the exchange rate volatility by using MSARCH which is a new econometric method. Moreover, after regrating the import to exchange-rate uncertainty, it is found that the import and exchange rate volatility are inversely related
Keywords: Exchange Rate Volatility; Imports; Time Series; Uncertainty; Nonlinear Models; Turkish Economy; Risk of Exchange Rate; Markov Switching ARCH (SWARCH) (search for similar items in EconPapers)
JEL-codes: F31 F32 F39 E59 C50 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:ist:ancoec:v:11:y:2010:i:1:p:31-44
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