TÜRKİYE VE ALMANYA ARASINDAKİ DIŞ TİCARET DENGESİNİN SINIR TESTİ YAKLAŞIMIYLA İNCELENMESİ

Yıl 2014, , 83 - 106, 18.05.2015

Gökhan Demirtaş

https://doi.org/10.18070/euiibfd.46616

Cited By: 3

Öz

Bu çalışmanın amacı, Türkiye ve Almanya arasındaki ikili dış ticaret dengesini incelemektir.  Bu amaçla eşbütünleşme testi olarak son yıllarda geliştirilen Gecikmesi Dağıtılmış Otoregresif (ARDL) modele dayanan sınır testi yaklaşımı kullanılmıştır. Çalışma, 2002-2012 dönemine ilişkin aylık verileri içermektedir. Tahmin sonuçlarına göre Türk Lirasındaki reel değer kaybının kısa ve uzun dönemde Türkiye’nin Almanya ile olan dış ticaret dengesi üzerinde pozitif ve istatistiksel olarak anlamlı bir etkisinin olduğu görülmüştür. Ayrıca ampirik sonuçlar her iki ülkenin gelirini temsilen alınan sanayi üretim endeksinin, dış ticaret dengesi üzerinde beklentilere uygun etkiye sahip olduğunu göstermektedir.

Anahtar Kelimeler

Reel Döviz Kuru, Dış Ticaret Dengesi, ARDL Model.

Kaynakça

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