Asymmetric cointegration with threshold adjustment model of exchange rates and the trade balance in Turkey
作者： Dincer Dedeoglu , Kaan Ogut
DOI: 10.1080/09638199.2016.1233288
关键词: Causality (physics) 、 Econometrics 、 Cointegration 、 Macroeconomics 、 Balance of trade 、 Error correction model 、 Economics 、 Asymmetric cointegration 、 Exchange rate
摘要: This paper aims to investigate the long-run equilibrium relationship between trade balance and exchange rates in Turkey using asymmetric error correction model with threshold cointegration. The results provide new evidence for rates. Besides, deviations from due a relative increase real have lower speed of adjustment comparison caused by decrease
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