Persistency of Turkish export shocks: a quantile autoregression (QAR) approach

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buir.contributor.authorBerument, Hakan
dc.citation.epage460en_US
dc.citation.issueNumber3en_US
dc.citation.spage445en_US
dc.citation.volumeNumber43en_US
dc.contributor.authorBerument, Hakanen_US
dc.contributor.authorDincer, N. N.en_US
dc.contributor.authorYasar, P.en_US
dc.date.accessioned2018-04-12T10:57:16Z
dc.date.available2018-04-12T10:57:16Zen_US
dc.date.issued2016en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractThis study analyzes the persistency of total and disaggregated Turkish exports for different shock magnitudes using the quantile autoregression (QAR) method in line with Koenker and Xiao (J Am Stat Assoc 99:775–787, 2004). The results suggest that the persistence of shocks are not similar across different quantiles of Total Exports and disaggregated export sectors, indicating an asymmetry in the case of negative and positive shocks across different export sectors. The persistency behavior of Total Exports as well as Food and Beverages, Chemicals, Basic Metals, Raw Materials, Motor Vehicles and Radio & TV exports are asymmetric to negative versus positive shocks, which cannot be captured by traditional unit root tests. Thus, sound interpretation of QAR results is necessary for policy makers to identify shock characteristics and thereby pursue appropriate policies for overcoming adverse impacts on the economy. © 2015, Springer Science+Business Media New York.en_US
dc.description.provenanceMade available in DSpace on 2018-04-12T10:57:16Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 179475 bytes, checksum: ea0bedeb05ac9ccfb983c327e155f0c2 (MD5) Previous issue date: 2016en
dc.identifier.doi10.1007/s10663-015-9301-7en_US
dc.identifier.eissn1573-6911
dc.identifier.issn0340-8744
dc.identifier.urihttp://hdl.handle.net/11693/36914en_US
dc.language.isoEnglishen_US
dc.publisherSpringeren_US
dc.relation.isversionofhttp://dx.doi.org/10.1007/s10663-015-9301-7en_US
dc.source.titleEmpiricaen_US
dc.subjectExport demanden_US
dc.subjectQuantile autoregressionen_US
dc.subjectUnit rooten_US
dc.subjectEconomic analysisen_US
dc.subjectEconomic impacten_US
dc.subjectExporten_US
dc.subjectInternational tradeen_US
dc.subjectRegression analysisen_US
dc.subjectTurkeyen_US
dc.titlePersistency of Turkish export shocks: a quantile autoregression (QAR) approachen_US
dc.typeArticleen_US

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