The effects of exchange rate volatility on trade evidence from Turkish agricultural trade
Yazarlar (3)
Prof. Dr. Gülistan ERDAL
Tokat Gaziosmanpaşa Üniversitesi, Türkiye
Prof. Dr. Hilmi ERDAL
Tokat Gaziosmanpaşa Üniversitesi, Türkiye
Karamanoğlu Mehmetbey Üniversitesi, Türkiye
| Makale Türü | Özgün Makale |
| Makale Alt Türü | SSCI, AHCI, SCI, SCI-Exp dergilerinde yayınlanan tam makale |
| Dergi Adı | Applied Economics Letters |
| Dergi ISSN | 1350-4851 Wos Dergi Scopus Dergi |
| Dergi Tarandığı Indeksler | SSCI |
| Dergi Grubu | Q4 |
| Makale Dili | İngilizce |
| Basım Tarihi | 02-2012 |
| Cilt No | 19 |
| Sayı | 3 |
| Sayfalar | 297 / 303 |
| DOI Numarası | 10.1080/13504851.2011.576996 |
| Makale Linki | http://www.tandfonline.com/doi/abs/10.1080/13504851.2011.576996 |
| Özet |
| In this article, an empirical study of the effect of Real Effective Exchange Rate Volatility (REERV) on Agricultural Export (AGX) and Agricultural Import (AGM) in Turkey was conducted. Studied period covers 1995 to 2007. In order to reach REERV, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) (1,1) model was used. Long-term relationship between series was determined using Johansen cointegration test. The direction of this relationship, on the other hand, was determined using pairwise Granger causality. Our empirical results indicated that there was a positive long-termrelationship betweenREERVandAGXseries, while there was a negative long-term relationship between REERV and AGM. The relationship is unidirectional for both AGX and AGM series. © 2012 Taylor & Francis. |
| Anahtar Kelimeler |
| Agricultural trade | GARCH | Granger causality | Johansen cointegration | REER |
BM Sürdürülebilir Kalkınma Amaçları
| Atıf Sayıları | |
| SCOPUS | 17 |
| Google Scholar | 71 |