重新审视汇率波动在土耳其出口中的作用:来自结构性VAR方法的证据

Q3 Economics, Econometrics and Finance

Economic Annals Pub Date : 2021-01-01 DOI:10.2298/eka2131127b

Özge Barış-Tüzemen, Samet Tüzemen

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引用次数: 1

摘要

汇率既是决定一个国家的重要经济变量。美国的出口量和国际竞争力指标。本文重新研究了实际汇率波动对土耳其的影响。使用结构向量自回归方法和2003:01 - 2019:12的月度数据对S出口进行分析。实证表明，实际汇率和汇率波动对土耳其出口没有影响。另一方面，外部收入对土耳其产生了轻微影响。美国在后全球危机时期的出口。研究结果表明，还应考虑影响土耳其经济宏观经济指标的其他因素。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Revisiting the role of exchange rate volatility in Turkey’s exports: Evidence from the structural VAR approach

The exchange rate is both an important economic variable when determining a country?s export volume and an indicator of its international competitiveness. This paper re-investigates the impact of real exchange rate volatility on Turkey?s exports using the structural vector autoregression method and monthly data from 2003:01 to 2019:12. Empirical evidence shows that real exchange rate and exchange rate volatility do not affect exports in Turkey. On the other hand, external income has had a slight effect on Turkey?s exports in the post-global-crisis period. The findings show that other factors which effect macroeconomic indicators in the Turkish economy should also be considered.

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来源期刊

Economic Annals Economics, Econometrics and Finance-Economics, Econometrics and Finance (all)

CiteScore

0.90

自引率

0.00%

发文量

审稿时长

18 weeks

期刊介绍： Economic Annals is an academic journal that has been published on a quarterly basis since 1955, initially under its Serbian name of Ekonomski anali (EconLit). Since 2006 it has been published exclusively in English. It is published by the Faculty of Economics, University of Belgrade, Serbia. The journal publishes research in all areas of economics. The Editorial Board welcomes contributions that explore economic issues in a comparative perspective with a focus on transition and emerging economies in Europe and around the world. The journal encourages the submission of original unpublished works, not under consideration by other journals or publications. All submitted papers undergo a double blind refereeing process. Authors are expected to follow standard publication procedures [Instructions to Authors], to recognise the values of the international academic community and to respect the journal’s Policy.