Research Article
Year 2018,
Volume: 19 Issue: 2, 199 - 213, 30.11.2018
Abstract
References
- ACAR BALAYLAR, Nilgün (2011), “Reel Döviz Kuru İstihdam İlişkisi: Türkiye İmalat Sanayi Örneği”, Sosyoekonomi, Temmuz-Aralık, 137-160.
- ACARAVCI, Ali ve ÖZTÜRK, İlhan (2002), “Döviz Kurundaki Değişkenliğin Türkiye İhracatı Üzerine Etkisi: Ampirik Bir Çalışma”, Review of Social Economic & Business Studies, Vol.2, 197-206.
- AKEL, Veli ve GAZEL, Sümeyra (2014), “Döviz Kurları ile BİST Sanayi Endeksi Arasındaki Eşbütünleşme İlişkisi: Bir ARDL Sınır Testi Yaklaşımı”, Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Sayı:44, 23-41.
- BAHMANI-OSKOOEE, Mohsen ve MİRZAİE, Ida Aghdas (2000), “The Long-Run Effects of Depreciation of the Dollar on Sectoral Output”, International Economic Journal, Vol.14, No.3, 51-61.
- BAHMANI-OSKOOEE, Mohsen ve MİRZAİE, Ida Aghdas (2007), “Sectoral Employment, Wages and The Exchange Rate: Evidence From the U.S.”, Eastern Economic Journal, Vol.33, No.1, 125-136.
- BENTZEN, Jan ve ENGSTED, Tom (2001), “A revival of autoregressive distributed lag model in estimating energy demand relationships”, Energy, Vol.26, No.1, 45-55.
- BİLGİN, Mehmet Hüseyin (2004), “Döviz Kuru İşsizlik İlişkisi: Türkiye Üzerine Bir İnceleme”, Kocaeli Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, Sayı:8, 80-94.
- CAMPA, Jose ve GOLDBERG, Linda (1997), “The Evolving External Orientation of Manufacturing: A Profile of Four Countries”, Economic Policy Review, 53-81.
- COLLINS, Susan ve PARK, Won-Am (1989), “Exchange Rates, Wages and Productivity” chap. in Developing Country Debt and Economic Performance, National Bureau of Economic Research, Vol.3, 270-282.
- DJAJIC, Slobodan (1988), “Exchange Rates, Wages and the International Allocation of Capital”, The American Economic Review, Vol.78, No.2, 341-345.
- FRENKEL, Roberto ve TAYLOR, Lance (2006), “Real Exchange Rate, Monetary Policy and Employment”, DESA Working Paper, No.19.
- GHATAK, Subrata ve SIDDIKI, Jalal (2001), “The use of the ARDL approach in estimating virtual Exchange rates in India”, Journal of Applied Statistics, Vol.28, No.5, 573-583.
- GOLDBERG, Linda ve TRACY, Joseph (2001), “Exchange Rates and Wages”, NBER Working Paper Series, WP 8137.
- IŞIK, Nihat; ACAR, Mustafa ve IŞIK, Hacı Bayram (2004), “Enflasyon ve Döviz Kuru İlişkisi: Bir Eşbütünleşme Analizi”, Süleyman Demirel Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Cilt: 9, Sayı: 2, 325-340.
- KANDIL, Magda ve MIRZAIE, Ida Aghdas (2002), “Exchange rate fluctuations and disaggregated economic activity in the US: theory and evidence”, Journal of International Money and Finance, Vol.21, 1-31.
- KANDIL, Magda ve MIRZAIE, Ida Aghdas (2003), “The Effect of dollar appreciation on sectoral labor market adjustments: Theory and evidence”, The Quarterly Review of Economics and Finance, Vol.43, 89-117.
- MISHRA, Prachi ve SPILIMBERGO, Antonio (2011), “Exchange Rates and Wages in an Integrated World”, American Economic Journal: Macroeconomics, Vol.3, 53-84.
- NARAYAN, Paresh Kumar (2005), “The saving and investment nexus for China: evidence from cointegration tests”, Applied Economics, Vol.37, No.17, 1979-1990.
- ODHIAMBO, Nicholas M. (2009), “Energy consumption and economic growth nexus in Tanzania: An ARDL bound testing approach”, Energy Policy, Vol.37, No.2, 617-622.
- PAYNE, James E. (2003), “Post stabilization estimates of money demand in Croatia: error correction model using the bounds testing approach”, Applied Economics, Vol.35, No.16, 1723-1727.
- PESARAN, Hashem Mohammad; SHIN, Yongcheol ve SMITH, Richard Jay (2001), “Bound Testing Approaches to the Analysis of Level Relationships”, Journal of Applied Econometrics, Vol. 16, 289-326.
- REVENGA, Ana (1992), “Exporting Jobs? The Impact of Import Competition on Employment and Wages in U. S. Manufacturing”, The Quarterly Journal of Economics, 255-284.
- SACHS, Jeffrey (1980), “Wage, Flexible Exchange Rates and Macroeconomic Policy”, The Quarterly Journal of Economics”, Vol.94, No.4, 731-747.
- SELİM, Sibel ve AYVAZ GÜVEN, Emine Türkan (2014), “Türkiye’de Enflasyon, Döviz Kuru ve İşsizlik Arasındaki İlişkinin Ekonometrik Analizi”, Ekonomik ve Sosyal Araştırmalar Dergisi, Cilt: 10, Sayı:1, 127-145.
- WRIGHT, Peter ve BASTOS, Paulo (2012), “Exchange Rates and Wages in Unionized Labor Markets”, ILR Review, Vol.65, No.4, 975-999.
TÜRKİYE’DE DÖVİZ KURUNUN ÜCRETLER ÜZERİNDEKİ UZUN DÖNEM ETKİLERİNİN ARDL SINIR TESTİ İLE BELİRLENMESİ: HİZMETLER SEKTÖRÜ ÖRNEĞİ
Abstract
Bu çalışmanın amacı Türkiye’de
hizmetler sektöründe reel döviz kurundaki değişmelerin brüt ücretler üzerindeki
uzun dönem etkilerini ARDL sınır testi ile incelemektir. Çalışmada
2006:1-2017:4 dönemi çeyreklik verileri kullanılmıştır. Hizmetler sektörü reel döviz
kurundaki değişmelerden doğrudan etkilenen sektörlerden biridir. Çalışmada elde
edilen bulgular, hizmetler sektöründe reel döviz kuru ile brüt ücretler
arasında uzun dönemde eşbütünleşme ilişkisinin olduğunu göstermektedir. Ayrıca reel
döviz kurundaki değişmelerin brüt ücretler üzerinde anlamlı bir etkisi
bulunmaktadır.
Keywords
References
- ACAR BALAYLAR, Nilgün (2011), “Reel Döviz Kuru İstihdam İlişkisi: Türkiye İmalat Sanayi Örneği”, Sosyoekonomi, Temmuz-Aralık, 137-160.
- ACARAVCI, Ali ve ÖZTÜRK, İlhan (2002), “Döviz Kurundaki Değişkenliğin Türkiye İhracatı Üzerine Etkisi: Ampirik Bir Çalışma”, Review of Social Economic & Business Studies, Vol.2, 197-206.
- AKEL, Veli ve GAZEL, Sümeyra (2014), “Döviz Kurları ile BİST Sanayi Endeksi Arasındaki Eşbütünleşme İlişkisi: Bir ARDL Sınır Testi Yaklaşımı”, Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Sayı:44, 23-41.
- BAHMANI-OSKOOEE, Mohsen ve MİRZAİE, Ida Aghdas (2000), “The Long-Run Effects of Depreciation of the Dollar on Sectoral Output”, International Economic Journal, Vol.14, No.3, 51-61.
- BAHMANI-OSKOOEE, Mohsen ve MİRZAİE, Ida Aghdas (2007), “Sectoral Employment, Wages and The Exchange Rate: Evidence From the U.S.”, Eastern Economic Journal, Vol.33, No.1, 125-136.
- BENTZEN, Jan ve ENGSTED, Tom (2001), “A revival of autoregressive distributed lag model in estimating energy demand relationships”, Energy, Vol.26, No.1, 45-55.
- BİLGİN, Mehmet Hüseyin (2004), “Döviz Kuru İşsizlik İlişkisi: Türkiye Üzerine Bir İnceleme”, Kocaeli Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, Sayı:8, 80-94.
- CAMPA, Jose ve GOLDBERG, Linda (1997), “The Evolving External Orientation of Manufacturing: A Profile of Four Countries”, Economic Policy Review, 53-81.
- COLLINS, Susan ve PARK, Won-Am (1989), “Exchange Rates, Wages and Productivity” chap. in Developing Country Debt and Economic Performance, National Bureau of Economic Research, Vol.3, 270-282.
- DJAJIC, Slobodan (1988), “Exchange Rates, Wages and the International Allocation of Capital”, The American Economic Review, Vol.78, No.2, 341-345.
- FRENKEL, Roberto ve TAYLOR, Lance (2006), “Real Exchange Rate, Monetary Policy and Employment”, DESA Working Paper, No.19.
- GHATAK, Subrata ve SIDDIKI, Jalal (2001), “The use of the ARDL approach in estimating virtual Exchange rates in India”, Journal of Applied Statistics, Vol.28, No.5, 573-583.
- GOLDBERG, Linda ve TRACY, Joseph (2001), “Exchange Rates and Wages”, NBER Working Paper Series, WP 8137.
- IŞIK, Nihat; ACAR, Mustafa ve IŞIK, Hacı Bayram (2004), “Enflasyon ve Döviz Kuru İlişkisi: Bir Eşbütünleşme Analizi”, Süleyman Demirel Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Cilt: 9, Sayı: 2, 325-340.
- KANDIL, Magda ve MIRZAIE, Ida Aghdas (2002), “Exchange rate fluctuations and disaggregated economic activity in the US: theory and evidence”, Journal of International Money and Finance, Vol.21, 1-31.
- KANDIL, Magda ve MIRZAIE, Ida Aghdas (2003), “The Effect of dollar appreciation on sectoral labor market adjustments: Theory and evidence”, The Quarterly Review of Economics and Finance, Vol.43, 89-117.
- MISHRA, Prachi ve SPILIMBERGO, Antonio (2011), “Exchange Rates and Wages in an Integrated World”, American Economic Journal: Macroeconomics, Vol.3, 53-84.
- NARAYAN, Paresh Kumar (2005), “The saving and investment nexus for China: evidence from cointegration tests”, Applied Economics, Vol.37, No.17, 1979-1990.
- ODHIAMBO, Nicholas M. (2009), “Energy consumption and economic growth nexus in Tanzania: An ARDL bound testing approach”, Energy Policy, Vol.37, No.2, 617-622.
- PAYNE, James E. (2003), “Post stabilization estimates of money demand in Croatia: error correction model using the bounds testing approach”, Applied Economics, Vol.35, No.16, 1723-1727.
- PESARAN, Hashem Mohammad; SHIN, Yongcheol ve SMITH, Richard Jay (2001), “Bound Testing Approaches to the Analysis of Level Relationships”, Journal of Applied Econometrics, Vol. 16, 289-326.
- REVENGA, Ana (1992), “Exporting Jobs? The Impact of Import Competition on Employment and Wages in U. S. Manufacturing”, The Quarterly Journal of Economics, 255-284.
- SACHS, Jeffrey (1980), “Wage, Flexible Exchange Rates and Macroeconomic Policy”, The Quarterly Journal of Economics”, Vol.94, No.4, 731-747.
- SELİM, Sibel ve AYVAZ GÜVEN, Emine Türkan (2014), “Türkiye’de Enflasyon, Döviz Kuru ve İşsizlik Arasındaki İlişkinin Ekonometrik Analizi”, Ekonomik ve Sosyal Araştırmalar Dergisi, Cilt: 10, Sayı:1, 127-145.
- WRIGHT, Peter ve BASTOS, Paulo (2012), “Exchange Rates and Wages in Unionized Labor Markets”, ILR Review, Vol.65, No.4, 975-999.
There are 25 citations in total.
Details
| Primary Language | Turkish |
|---|---|
| Journal Section | Makaleler |
| Authors | |
| Publication Date | November 30, 2018 |
| Submission Date | August 3, 2018 |
| Published in Issue | Year 2018Volume: 19 Issue: 2 |
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