Abstract:
This paper examines the effects of exchange rate volatility on the export of Turkey in the context of cointegration model over the monthly period of 1989:01-2002:08. The major results show that increases in the volatility of the real exchange rate, approximating exchange-rate uncertainty, exert a significant negative effect upon export demand.
JEL-codes:F3 (search for similar items in EconPapers) New Economics Papers: this item is included in nep-cba and nep-cwa Date: Written 2006 View list of references
Published in Review of Social, Economic and Business Studies Fall 2002-2003.Vol.2(2002): pp. 197-206