Causality Relation between Real Exchange Rate and International Trade in Agricultural Production - The Case of Turkey
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Tarih
2019
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Bc Grup Inc
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this paper, the long-term causality relationship between the reel effective exchange rate and agricultural foreign trade was examined by considering 1996-2018. Augmented Dickey Fuller (ADF) unit root test, Johansen Cointegration test and Granger Causality test were used to determine the causality relationship between the variables. The ADF unit root test showed that the series were not stationary in level values and were stationary at the first difference. The result of Johansen Cointegration test indicated the existence of at least one cointegration vector. As a result of the Granger Causality test there was one-way granger causality relationship from agricultural import to agricultural export.
Açıklama
13th RSEP International Conference on Business, Economics and Finance -- JUN 11-13, 2019 -- Kadir Has Univ, Istanbul, TURKEY
Anahtar Kelimeler
Reel effective exchange rate; agricultural import and export; cointegration; granger
Kaynak
13th Rsep International Conference on Business, Economics & Finance
WoS Q Değeri
N/A
