ÖzBu çalışmada reel döviz kurlarıyla ithalat ve ihracat arasındaki ilişkiler, 1997:1-2014
AbstractIn this study, the relationship between export and import with the real exchange rates were investigated with the help of VAR analysis using monthly data for the period of 1997:1-2004 and Phillip-Perron's (1988) root tests were initially used to test the stability of the series. Afterwards, Zivot-Andrew's (1992) root test which considers structural breaks for a single internal fracture was conducted and first differences were seen as stable for all series. Based on a bootstrapped Granger, Toda-Yamamoto (1995) and HackerKhatami (2008)
Purpose-In developing countries, the most important macroeconomic variable shaping individuals' expectations for economic stability is the nominal exchange rate. For this reason, the first impact of central banks monetary policy implementation results comes out at nominal exchange rate. In this study, the relationship between the nominal exchange rate and the gross foreign exchange reserves of the central bank has been investigated. Methodology-In this study, Dickey-Fuller (1981, ADF) and Phillips-Perron (1988, PP) unit root tests, asymmetrical causality test and lastly Bootstrap Rolling Window Causality tests developed by Balcılar et al. (2010) have been used.Findings-There is a causal relationship between the nominal exchange rate and central bank reserves. Central bank interfere in nominal exchange rate with its reserves rather than interest policy. Conclusion-As a result of the empirical analysis, causality has been found from positive shocks coming to nominal exchange rates to positive shocks in central bank gross foreign exchange reserves and from positive shocks formed in central bank gross foreign exchange reserves to negative shocks coming in nominal exchange rate.
İktisat teorisinde yüksek tasarruf oranları yatırımları artırmakta ve ekonomik büyümeyi sağlamaktadır. Bu nedenle yurtiçi tasarrufların artırılması ekonomik büyümenin temel finansman kaynağı olarak görülmektedir. Bu çalışmada Türkiye ekonomisinde 1968-2017 dönemine ait tasarrufların gayrisafi yurtiçi hasılaya oranı ve gayri safi yurtiçi hasıla büyüme hızı arasındaki ilişki güncel zaman serisi yöntemleri ile araştırılmıştır. Ampirik analizler sonucunda ekonomik büyüme hızının negatif bileşeninden tasarruf oranının pozitif bileşenine orta dönemde, tasarruf oranının pozitif bileşeninden ekonomik büyüme hızının pozitif bileşenine kısa dönemde, tasarruf oranının negatif bileşeninden ekonomik büyüme hızının negatif bileşenine orta ve uzun dönemde nedensellik bulunmaktadır.
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