期刊名称：Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
电子版ISSN：2564-6931
出版年度：2009
卷号：2
期号：2
DOI：10.25287/ohuiibf.211342
语种：English
出版社：Ömer Halisdemir Üniversitesi
摘要：In this study,the relationships among real Exchange rate and trade volume,on a monthly basis over the period 1992:1 to 2009:1 by using VAR modelling. The empirical findings attained from Granger Causality,Variance Decomposition,Impulse – Response Analysis can be summarized and interpreted as follows;Granger Causality Tests shows that there is no close connection about these variables in terms of short run and also reported in the study that;there is no causality from exchage rate changing to trade volume. According to the empirical findings of the study;the real exchange rate has not significant effect on trade balance. But on the contrary of this state,Cointegration Analysis signs that ın the long run there is causality about these variables.
其他摘要：Bu çalışmada reel döviz kuruyla dış ticaret arasındaki ilişkiler 1992:1 – 2009:1 dönemi ele alınarak aylık veriler kullanmak suretiyle VAR modeli yardımıyla sınanmıştır. Bulgular;Granger Nedensellik,Etki Tepki,Varyans Ayrıştırma testi sonuçlarına göre yor
