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Exchange Rate Uncertainty in Turkey and its Impact on Export Volume
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48-48-1-PB.pdf
Date
2005-6
Author
KASMAN, Adnan
KASMAN, Saadet
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This work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
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This paper investigates the impact of real exchange rate volatility on Turkey’s exports to its most important trading partners using quarterly data for the period 1982 to 2001. Cointegration and error correction modeling approaches are applied, and estimates of the cointegrating relations are obtained using Johansen’s multivariate procedure. Estimates of the short-run dynamics are obtained through the error correction technique. Our results indicate that exchange rate volatility has a significant positive effect on export volume in the long run. This result may indicate that firms operating in a small economy, like Turkey, have little option for dealing with increased exchange rate risk.
URI
http://www2.feas.metu.edu.tr/metusd/ojs/index.php/metusd/article/view/48/48
https://hdl.handle.net/11511/58491
Journal
METU Studies in Development
Collections
Department of Economics, Article