Exchange Rate Volatility and Turkey-US Commodity Trade: An Asymmetry Analysis

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dc.contributor.authorBahmani-Oskooee, Mohsen
dc.contributor.authorKaramelikli, Huseyin
dc.date.accessioned2024-09-29T16:12:16Z
dc.date.available2024-09-29T16:12:16Z
dc.date.issued2020
dc.departmentKarabük Üniversitesien_US
dc.description.abstractIn this paper we assess the symmetric and asymmetric effects of lira-dollar volatility on 56 2-digit industries that trade between Turkey and the US When a linear model was estimated, which assumes the effects to be symmetric, we found short-run effects of volatility on 23 Turkish exporting industries and 31 Turkish importing industries. Short-run effects lasted into the long-run in 6 exporting and 18 importing industries. However, when a nonlinear model was estimated, we found short-run effects in 41 exporting and 42 importing industries which were asymmetric in all industries. Short-run effects translated into asymmetric long-run effects in 45 exporting and 22 importing industries.en_US
dc.identifier.endpage29en_US
dc.identifier.issn1363-7029
dc.identifier.startpage1en_US
dc.identifier.urihttps://hdl.handle.net/20.500.14619/8634
dc.identifier.volume25en_US
dc.identifier.wosWOS:000585796300001en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.language.isoenen_US
dc.publisherEconomic Issues Education Funden_US
dc.relation.ispartofEconomic Issuesen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectExchange rate volatilityen_US
dc.subjectAsymmetryen_US
dc.subjectCommodity tradeen_US
dc.subjectTurkeyen_US
dc.subjectUSen_US
dc.subjectNonlinear ARDLen_US
dc.titleExchange Rate Volatility and Turkey-US Commodity Trade: An Asymmetry Analysisen_US
dc.typeArticleen_US

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