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7. Asymmetric cointegration with threshold adjustment model of exchange rates and the trade balance in Turkey.

Author

Dedeoglu, Dincer and Ogut, Kaan

Subjects
*COINTEGRATION, *ECONOMIC equilibrium, *BALANCE of trade, *FOREIGN exchange rates, *ERROR correction (Information theory), *INFORMATION asymmetry, ECONOMIC conditions in Turkey
Abstract

This paper aims to investigate the long-run equilibrium relationship between the trade balance and exchange rates in Turkey using the asymmetric error correction model with threshold cointegration. The results provide new evidence for the asymmetric long-run relationship between the trade balance and exchange rates. Besides, deviations from the long-run equilibrium due to a relative increase in real exchange rates have a lower speed of adjustment in comparison to the deviations caused by a relative decrease in real exchange rates. [ABSTRACT FROM AUTHOR]

Published
2017
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