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Bu çalışmada döviz kuru, enflasyon ve dış ticaret dengesi arasındaki ilişki incelenmiştir. Bu doğrultuda reel döviz kuru, TÜFE ve ihracatın ithalatı karşılama oranı değişkenlerine ait 2003M1-2019M1 dönemi aylık veriler kullanılarak VAR modeli oluşturulmuştur. Granger nedensellik testi, varyans ayrıştırma ve etki tepki fonksiyonlarından elde edilen bulgular yorumlanmıştır. Bulgulardan hareketle dış ticaret dengesinin ve enflasyonun, reel döviz kurundaki değişmelerden etkilendiği buna karşın reel döviz kurunun enflasyon ve dış ticaret dengesi değişiklikleri ile ilişkili olmadığı tespit edilmiştir. Enflasyon ve dış ticaret dengesi arasında anlamlı olarak ifade edilebilecek herhangi bir etkileşime rastlanmamıştır.
In this study, the relationship between exchange rate, inflation and foreign trade balance has been investigated. Accordingly, the VAR model has been established by using monthly data of 2003M1-2019M1 period regarding real exchange rate, CPI and ratio of exports to imports. The empirical findings obtained from Granger causality test, variance decomposition and impulse-response function has been interpreted. According to empirical findings, foreign trade balance and inflation are affected by changes in the real exchange rate and real exchange rate is not related to changes to inflation and trade balance. There is no significant interaction between inflation and foreign trade balance.
In this study, the relationship among exchange rate, inflation and foreign trade balance has been investigated. Accordingly, VAR model has been established by using monthly data of 2003M1-2019M1 period regarding real exchange rate, CPI and ratio of exports to imports. The empirical findings obtained from Granger causality test, variance decomposition and impulse-response function has been interpreted. According to empirical findings, foreign trade balance and inflation are affected by changes in the real exchange rate and real exchange rate is not related to changes to inflation and trade balance. There is no significant interaction between inflation and foreign trade balance.
Field : Sosyal, Beşeri ve İdari Bilimler
Journal Type : Uluslararası
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