Analysis of Exchange Rate-Foreign Trade Relationship with Asymmetric Causality Tests: Sample of Gaziantep

Ibrahim Cutcu and Mehmet Vahit Eren

International Journal of Academic Research in Business and Social Sciences, 2017, vol. 7, issue 10, 157-171

Abstract: Aim of this study is that testing the existence of exchange rate-foreign trade relationship. Also, it aims to analyze direction of the relationship via different economic tests by using two models which include monthly data of 2002:01-2016:02 periods. According to Hatemi-J co-integration and asymmetric causality test findings, it is accepted that there is causality and long termed relationship with structural break between exchange rate and importation. Also, with the aim of determining the existence of causality relationship, advanced time varying asymmetric causality test is used. Periodical relations are found.

Keywords: Exportation; Exchange Rate; Asymmetric Causality; Importation; Gaziantep (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:hur:ijarbs:v:7:y:2017:i:10:p:157-171

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