Ekonomik Krizlerin Türkiye'nin Dış Ticareti ve Rekabet Gücü Üzerine Etkisinin Ekonometrik Analizi

Abstract

Bu calismada Turkiye’de ekonomik krizlerin, dis ticaret ve rekabet gucu uzerindeki etkileri, 1990:M01-2018:M06 donemi icin arastirilmistir. Serilerin duraganligi; ADF ve PP birim kok testleriyle incelenmis ve serilerin I(1) olduklari gorulmustur. Esbutunlesme iliskileri; Johansen testiyle sinanmis ve serilerin esbutunlesik olduklari gorulmustur. Uzun ve kisa donem analizleri VECM yontemiyle gerceklestirilmis ve dunyadaki kisi basina dusen milli gelir artislarinin, Turkiye’nin ihracatini kisa donemde etkilemedigi, uzun donemde arttirdigi, reel efektif doviz kurundaki artislarin Turkiye’nin ihracatini kisa donemde etkilemedigi, uzun donemde azalttigi, Turkiye’deki kisi basina dusen milli gelir ve reel efektif doviz kuru artislarinin ithalati kisa donemde de uzun donemde de arttirdigi, uzun donemdeki etkilerin daha buyuk oldugu gorulmustur. 1994 krizinde Turkiye’nin ihracatinin ve ithalatinin kisa donemde azaldigi, uzun donemde etkilenmedigi, 2001 krizinde dis ticaretin kisa donemde etkilenmedigi, uzun donemde arttigi, 2008 krizinde ise ithalatin kisa donemde azaldigi, ihracatin ise uzun donemde arttigi belirlenmistir. Modellerin hata duzletme mekanizmalari calismaktadir. Nedensellik iliskileri Granger testiyle incelenmis ve dunyadaki kisi basina dusen milli gelir ile Turkiye’nin ihracati, Turkiye’deki kisi basina dusen milli gelir ile Turkiye’nin ithalati ve Turkiye’nin ihracati ile ithalati arasinda iki yonlu, reel efektif doviz kurundan ithalata ve Turkiye’deki kisi basina dusen milli gelirden reel efektif doviz kuruna dogru tek yonlu nedensellik iliskileri tespit edilmistir. Reel efektif doviz kuru ile ihracat arasinda ise herhangi bir nedensellik iliskisine ulasilamamistir. Anahtar Kelimeler: Ekonomik Krizler, Ihracat, Ithalat, Rekabet Gucu, Zaman Serisi Analizi. JEL Kodu: F14, F41, G01. ---------------------------------------------------------------------------------------------------------------------------------------- Econometric Analysis of the Impacts of Economic Crisis on Foreign Trade and Competitive Power of Turkey ABSTRACT: In this study, effects of the economic crisis on international trade and competitive power in Turkey are investigated for 1990:M01-2018:M06 period. Stationarity of the series are examined by ADF and PP unit root tests and the series are found to be I(1). Cointegration relationships are tested by Johansen test, and the series are found to be cointegrated. Long and short term analysis are performed by VECM method and it is seen that per capita GDP growth of the world does not affect the exports of Turkey in the short term and increase in the long term, while the increase in real effective exchange rate does not affect Turkey's exports in the short term and reduce it in the long term. It is also seen that increases in per capita national income and real effective exchange rate in Turkey improve imports in both short and long term, while the impacts in long term is greater. It is determined for Turkey that 1994 crisis decreased both exports and imports in the short term but did not affect them in long term, while foreign trade is not affected in the short term and is increased in the long term in 2001 crisis. In 2008 crisis, import declines in short term and export inclines in long term. Error correction mechanism of the models operates. Causality relationships are investigated by Granger test and it is determined that two-way causality between per capita income of the world and Turkey’s export, between per capita national income of Turkey and export of Turkey, between export and import of Turkey exist, while there is one-way causality relationship from real effective exchange rate to imports and from per capita national income of Turkey to real effective exchange rate. Furthermore, no causality relationship can be estimated between real effective exchange rate and exports. Keywords: Economic Crisis, Export, Import, Competition Power, Time Series Analysis. JEL Code: F14, F41, G01. DOI: https://doi.org/10.32479/iicd.146