TIME SERIES ANALYSES OF TWIN DEFICITS HYPOTHESIS IN TURKEY

Bedriye Tuncsiper and Dilek Surekci ()
Additional contact information
Dilek Surekci: Balikesir University

Anadolu University Journal of Social Sciences, 2011, vol. 11, issue 3, 103-120

Abstract: In this study examines Twin Deficits Hypothesis over the period 1987:01–2007:03 in Turkey by using econometric Vector Autoregressive Model technique. The Public deficit indicators represented by public sector borrowing requirement and domestic dept percentage of gross domestic product. In addition, current account deficits percentage of gross domestic product, real exchange rate index, growth rate and dummy variables are the other variables in this model. Dummy variable used in this model indicates the periods of economic crises. The results of the study, Twin Deficits Hypothesis is not supported by findings. Also the results show that real exchange rate has more significant impact on current account deficits than other variables.

Keywords: Twin Deficits Hypothesis; Current Account Deficit; Public Policiy; VAR Analyses; Turkey. (search for similar items in EconPapers)
JEL-codes: C22 F40 F41 H62 (search for similar items in EconPapers)
Date: 2011
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.anadolu.edu.tr/arastirma/hakemli_dergil ... 011_3/2011-03-07.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:and:journl:v:11:y:2011:i:3:p:103-120

Access Statistics for this article

Anadolu University Journal of Social Sciences is currently edited by Ramazan Geylan

More articles in Anadolu University Journal of Social Sciences from Anadolu University Contact information at EDIRC.
Bibliographic data for series maintained by Social Sciences Institute ( this e-mail address is bad, please contact ).