Asymmetric effects of exchange rate changes on exports: A sectoral nonlinear cointegration analysis for turkey

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dc.contributor.authorBilgin, Cevat
dc.date.accessioned2021-03-20T20:26:53Z
dc.date.available2021-03-20T20:26:53Z
dc.date.issued2020
dc.departmentBTÜ, İnsan ve Toplum Bilimleri Fakültesi, Uluslararası Ticaret ve Lojistik Bölümüen_US
dc.description.abstractThis paper examines the effects of the real exchange rate changes on the selected sectoral exports of Turkey’s manufacturing industry in the context of nonlinear auto-regressive distributed lag model (NARDL). NARDL method includes short-run and long-run coefficient estimates and embraces the asymmetric effects. The previous studies generally used the linear models on the aggregated data and they offered ambiguous results. The latest studies have preferred to use the method of NARDL on the bilateral trade balance data. Instead of using bilateral data, this paper considers the data of sectoral exports, specifically the exports of the selected Turkey’s manufacturing sectors. The estimated NARDL models supply the empirical information about the asymmetric effects of the real exchange rate on the sectoral exports. Results from the model for each sector provide the evidence indicating that the depreciation and appreciation of the domestic currency have asymmetric significant effects on the sectoral exports. © 2020, Statistical Economic and Social Research and. All rights reserved.en_US
dc.identifier.endpage30en_US
dc.identifier.issn1308-7800
dc.identifier.issue1en_US
dc.identifier.scopus2-s2.0-85087994688en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage1en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12885/1315
dc.identifier.volume41en_US
dc.indekslendigikaynakScopusen_US
dc.institutionauthorBilgin, Cevat
dc.language.isoenen_US
dc.publisherStatistical Economic and Social Research anden_US
dc.relation.ispartofJournal of Economic Cooperation and Developmenten_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectAsymmetric Effectsen_US
dc.subjectNonlinear Cointegrationen_US
dc.subjectReal exchange rateen_US
dc.subjectSectoral Exporten_US
dc.titleAsymmetric effects of exchange rate changes on exports: A sectoral nonlinear cointegration analysis for turkeyen_US
dc.typeArticleen_US

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