The Effects of Exchange Rate Volatility on the Turkish Export: An Empirical Investigation

Acaravci, Ali; Ozturk, Ilhan

Abstract

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The Effects of Exchange Rate Volatility on the Turkish Export: An Empirical Investigation

Cag University

2002

Review of Social, Economic & Business Studies, Vol. 2, pp. 197-206

Abstract:
This paper examines the effects of exchange rate volatility on the export of Turkey in the context of cointegration model over the monthly period of 1989:01-2002:08. The major results show that increases in the volatility of the real exchange rate, approximating exchange-rate uncertainty, exert a significant negative effect upon export demand.

Note: Downloadable document is in Turkish.

Number of Pages in PDF File: 10

Keywords: Exchange-rate volatility, Export, Turkey

JEL Classification: C2, F13, F31

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Date posted: May 10, 2009 ; Last revised: June 20, 2011

Suggested Citation

Acaravci, Ali and Ozturk, Ilhan, The Effects of Exchange Rate Volatility on the Turkish Export: An Empirical Investigation (2002). Review of Social, Economic & Business Studies, Vol. 2, pp. 197-206. Available at SSRN: http://ssrn.com/abstract=1400393

Contact Information

Ali Acaravci (Contact Author) Mustafa Kemal University ( email ) Hatay Turkey
Ilhan Ozturk Cag University ( email ) Mersin Turkey

Abstract

The Effects of Exchange Rate Volatility on the Turkish Export: An Empirical Investigation

Ali Acaravci

Ilhan Ozturk

Date posted: May 10, 2009 ; Last revised: June 20, 2011

Suggested Citation

Contact Information

Ali Acaravci (Contact Author)

Ilhan Ozturk