Exchange rate volatility and exports in Turkey

Ozturk I., ACARAVCI A.

International Journal of Economic Research, vol.6, no.2, pp.269-277, 2009 (Scopus) identifier

  • Publication Type: Article / Review
  • Volume: 6 Issue: 2
  • Publication Date: 2009
  • Journal Name: International Journal of Economic Research
  • Journal Indexes: Scopus
  • Page Numbers: pp.269-277
  • Keywords: Exchange-rate volatility, Export, Turkey
  • Hatay Mustafa Kemal University Affiliated: Yes

Abstract

This paper examines the effects of exchange rate volatility on Turkish exports in the context of the moving average standard deviation (MASD) model over the monthly period of 1995-2005. 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 in both the short-run and the long run.