EFEKTİF EURO KURUNDAKİ BELİRSİZLİĞİN EURO BÖLGESİ İHRACATINA ETKİSİ

Mustafa Uysal, Bülent Doğru
1.428 764

Öz


Bu çalışmada, Euro Bölgesi’nin 12 büyük ticaret ortağı ülkeye yapmış olduğu ihracata, Euro kurundaki belirsizliğin etkisi 2002:01-2010:12 dönemleri arasında aylık olarak incelenmiştir. Döviz kurundaki belirsizlik iki farklı şekilde ölçülmüştür: Basit standart sapma ve hareketli ortalamalar standart sapması. Johansen  eş- bütünleşme tekniği ve hata düzeltme modeli kullanılarak elde edilen sonuçlara göre efektif Euro kurundaki belirsizliğin artması Euro  bölgesindeki ihracata etkisi  negatiftir.


Anahtar kelimeler


Döviz Kuru Volatilitesi (Belirsizlik), EşBütünleşme Sınır Testi Yaklaşımı (ARDL), Euro Bölgesi.

Tam metin:

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