Yıl 2010, Cilt 9, Sayı 2, Sayfalar 407 - 423 2010-12-01

Türkiye’nin Dış Ticaret Verilerinde Mevsimsellik
Seasonality in Foreign Trade Data of Turkey

Özgür POLAT [1] , Enes Ertad USLU [2]

226 571

Bu çalışmada Türkiye’nin 1982:1-2008:12 dönemi ihracat ve ithalat zaman serilerinin mevsimsel yapısı analiz edilmiştir. Üç aylık zaman serileri için Hylleberg, Engle, Granger ve Yoo (1990) tarafından geliştirilen mevsimsel birim kök testlerini aylık verilere uyarlayan Franses’in (1990, 1991a) mevsimsel birim kök testleri açıklanarak, dış ticaret verilerinin mevsimsel yapısı incelenmiştir. Elde edilen sonuçlara göre, dış ticaret serilerinden ihracat ve ithalat serilerinde hem deterministik hem de durağan olmayan stokastik mevsimsel bileşenlerin mevcut olduğu görülmüştür
In this study, seasonal patterns of exports and imports of Turkey for the 1982:12008:12 period have been analyzed. Seasonal unit root tests for monthly time series developed by Franses (1990, 1991a) , which is adapted from seasonal unit root test developed by Hylleberg, Engle, Granger and Yoo (1990) for quarterly time series, have been introduced and seasonal patterns of foreign trade data have been analyzed. According to the results, both export and import series have deterministic and nonstationary stochastic seasonal components
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Konular
Diğer ID JA32RC48TG
Dergi Bölümü Makale
Yazarlar

Yazar: Özgür POLAT
Kurum: ?

Yazar: Enes Ertad USLU
Kurum: ?

Bibtex @ { jss257088, journal = {Gaziantep University Journal of Social Sciences}, issn = {1303-0094}, eissn = {2149-5459}, address = {Gaziantep Üniversitesi}, year = {2010}, volume = {9}, pages = {407 - 423}, doi = {}, title = {Seasonality in Foreign Trade Data of Turkey}, key = {cite}, author = {POLAT, Özgür and USLU, Enes Ertad} }
APA POLAT, Ö , USLU, E . (2010). Seasonality in Foreign Trade Data of Turkey. Gaziantep University Journal of Social Sciences, 9 (2), 407-423. Retrieved from http://dergipark.gov.tr/jss/issue/24246/257088
MLA POLAT, Ö , USLU, E . "Seasonality in Foreign Trade Data of Turkey". Gaziantep University Journal of Social Sciences 9 (2010): 407-423 <http://dergipark.gov.tr/jss/issue/24246/257088>
Chicago POLAT, Ö , USLU, E . "Seasonality in Foreign Trade Data of Turkey". Gaziantep University Journal of Social Sciences 9 (2010): 407-423
RIS TY - JOUR T1 - Seasonality in Foreign Trade Data of Turkey AU - Özgür POLAT , Enes Ertad USLU Y1 - 2010 PY - 2010 N1 - DO - T2 - Gaziantep University Journal of Social Sciences JF - Journal JO - JOR SP - 407 EP - 423 VL - 9 IS - 2 SN - 1303-0094-2149-5459 M3 - UR - Y2 - 2019 ER -
EndNote %0 Gaziantep University Journal of Social Sciences Seasonality in Foreign Trade Data of Turkey %A Özgür POLAT , Enes Ertad USLU %T Seasonality in Foreign Trade Data of Turkey %D 2010 %J Gaziantep University Journal of Social Sciences %P 1303-0094-2149-5459 %V 9 %N 2 %R %U
ISNAD POLAT, Özgür , USLU, Enes Ertad . "Türkiye’nin Dış Ticaret Verilerinde Mevsimsellik". Gaziantep University Journal of Social Sciences 9 / 2 (Aralık 2010): 407-423.