Author/Authors
POLAT, Özgür Dicle Üniversitesi - İktisadi ve İdari Bilimler Fakültesi - İktisat Bölümü, Turkey , USLU, Enes Ertad Dicle Üniversitesi - İstatistik Kurumu, Turkey
Title Of Article
Seasonality in Foreign Trade Data of Turkey
شماره ركورد
19360
Abstract
In this study, seasonal patterns of exports and imports of Turkey for the 1982:1-2008:12 period have been analyzed. Seasonal unit root tests for monthly time series developed by Franses (1990, 1991a) , which is adapted from seasonal unit root test developed by Hylleberg, Engle, Granger and Yoo (1990) for quarterly time series, have been introduced and seasonal patterns of foreign trade data have been analyzed. According to the results, both export and import series have deterministic and nonstationary stochastic seasonal components.
From Page
407
NaturalLanguageKeyword
Exports , Imports , Deterministic Seasonal Effects , Seasonal Unit Roots
JournalTitle
Gaziantep University Journal Of Social Sciences
To Page
423
JournalTitle
Gaziantep University Journal Of Social Sciences
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