ABSTRACT

In this study, the relationship between exchange rate uncertainty and Turkey’s foreign trade performance is analyzed using monthly data from 2002:01 to 2017:12 via Structural VAR (SVAR) model. The empirical results indicate that domestic income and import have more impact on Turkey’s export. Moreover, domestic income, exchange rate and exchange rate uncertainty are effective on Turkey’s import. These results imply that Turkey’s export is dependent on imported inputs more than the exchange rate and exchange rate uncertainties.

中文翻译：

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实际汇率不确定性对土耳其对外贸易的影响：来自SVAR模型的新证据

摘要

在本研究中，使用 2002:01 至 2017:12 的月度数据，通过结构 VAR (SVAR) 模型分析了汇率不确定性与土耳其对外贸易绩效之间的关系。实证结果表明，国内收入和进口对土耳其出口的影响更大。此外，国内收入、汇率和汇率的不确定性对土耳其的进口也有影响。这些结果暗示土耳其的出口对进口投入的依赖程度大于汇率和汇率的不确定性。