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Cointegration and causality analysis of globalization and exports for Turkey

Journal of Economics Bibliography

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Title Cointegration and causality analysis of globalization and exports for Turkey
 
Creator OKŞAK, Yüksel;

Lecturer at Uludağ University İnegöl Vocational School, BİLECİK, TURKEY
 
Subject Globalization; Exports; Co-integration; Stationarity; ARDL Model.
C32; O47; F62.
 
Description Abstract. As the degree of globalization of a country increases, the volume of external trade (i.e., exports and imports) of that country rises as well. In order to check the validity of this association, in this study I investigate cointegrating and causality relationship between globalization and exports in Turkey by using a time series sample containing period of 1970- 2014. In the analysis stage I firstly check if the series are stationarity or not and after that I perform ARDL boundary test to find out whether series of globalization and exports have a long run association. Following the cointegration test, I estimate both short and long run coefficients of the variables by utilizing an error corrected form of ARDL Model. Finally, I conduct a causality test to see the existence and direction of causality among variables. Empirical estimation results hint that series of globalization and exports are cointegrated and therefore they move together in long run. Also a long run but not a short run relationship between the series is identified. As to causality results, it is found that there is a unidirectional causality running from exports to globalization.Keywords. Globalization, Exports, Co-integration, Stationarity, ARDL Model.JEL. C32, O47, F62.
 
Publisher Journal of Economics Bibliography
 
Contributor —
 
Date 2018-07-18
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.kspjournals.org/index.php/JEB/article/view/1697
10.1453/jeb.v5i2.1697
 
Source Journal of Economics Bibliography; Vol 5, No 2 (2018): June; 122-128
2149-2387
 
Language eng
 
Relation http://www.kspjournals.org/index.php/JEB/article/view/1697/1662
 
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http://creativecommons.org/licenses/by-nc/4.0