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
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.
NaturalLanguageKeyword :
Exports , Imports , Deterministic Seasonal Effects , Seasonal Unit Roots
JournalTitle :
Gaziantep University Journal Of Social Sciences
