The effects of exchange rate volatility on trade: evidence from Turkish agricultural trade

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dc.contributor.authorErdal, Gülistan
dc.contributor.authorErdal, Hilmi
dc.contributor.authorEsengün, Kemal
dc.date.accessioned2019-12-06T21:02:17Z
dc.date.available2019-12-06T21:02:17Z
dc.date.issued2012
dc.departmentKMÜ, İktisadi ve İdari Bilimler Fakültesien_US
dc.descriptionWOS:000301655100013en_US
dc.description.abstractIn 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 between REERV and AGX series, while there was a negative long-term relationship between REERV and AGM. The relationship is unidirectional for both AGX and AGM series.en_US
dc.identifier.citationErdal, G., Erdal, H., Esengün, K. (2012). The effects of exchange rate volatility on trade: evidence from Turkish agricultural trade. Applied Economics Letters, 19, 3, 297-303.
dc.identifier.doi10.1080/13504851.2011.576996
dc.identifier.endpage303en_US
dc.identifier.issn1350-4851
dc.identifier.issn1466-4291
dc.identifier.issue3en_US
dc.identifier.scopus2-s2.0-80051879636
dc.identifier.scopusqualityQ2
dc.identifier.startpage297en_US
dc.identifier.urihttps://dx.doi.org/10.1080/13504851.2011.576996
dc.identifier.urihttps://hdl.handle.net/11492/2251
dc.identifier.volume19en_US
dc.identifier.wosWOS:000301655100013
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Sceince
dc.indekslendigikaynakScopus
dc.institutionauthorEsengün, Kemal
dc.language.isoen
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.journalApplied Economics Lettersen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectREERen_US
dc.subjectGARCHen_US
dc.subjectJohansen cointegrationen_US
dc.subjectGranger Causalityen_US
dc.subjectAgricultural Tradeen_US
dc.titleThe effects of exchange rate volatility on trade: evidence from Turkish agricultural tradeen_US
dc.typeArticle

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