img
Are exports and imports of Turkey cointegrated? Evidence from Fourier cointegration (Selected Topics in Applied Econometrics)  
Yazarlar
Prof. Dr. Oktay KIZILKAYA Prof. Dr. Oktay KIZILKAYA
Kırşehir Ahi Evran Üniversitesi, Türkiye
Özet
In this study, the cointegration relationship between exports and imports of Turkey is analyzed by Fourier Shin (FSHIN) cointegration test. The model proposed by Husted (1992) is used. The data used in this study are the annual observations from 1960 to 2017. The FSHIN cointegration test results indicate that imports and exports series are cointegrated. This indicated that Turkey's macroeconomic policies have been effective in the long run and suggested that Turkey is not in violation of its intertemporal budget constraint.
Anahtar Kelimeler
Cointegration | Export | Fourier Approximation | Import
Kitap Adı Selected Topics in Applied Econometrics
Bölüm(ler) Are exports and imports of Turkey cointegrated? Evidence from Fourier cointegration
Kitap Türü Kitap Bölümü
Kitap Alt Türü Alanında uluslararası yayımlanan kitap bölümü
Kitap Niteliği Scopus indeksinde taranan bilimsel kitap
Kitap Dili İngilizce
Basım Tarihi 11-2019
ISBN 978-363179570-5,978-363179571-2
Basıldığı Ülke
Basıldığı Şehir
Atıf Sayıları

Paylaş