Döviz Kuru Politikası ve Döviz Kuru Oynaklığının İhracat Üzerindeki Etkisi: Türkiye Örneği

Yazarlar

DOI:

https://doi.org/10.63556/tisej.2025.1524

Anahtar Kelimeler:

Döviz Kuru Oynaklığı- İhracat Performansı- Zamanla Değişen Parametreler (TVP)- Türkiye Ekonomisi- GARCH Modeli

Özet

İhracat, Türkiye ekonomisinin büyüme, istihdam ve cari açık gibi temel makroekonomik göstergeleri üzerinde belirleyici bir rol oynamaktadır. Bu bağlamda döviz kuru politikaları ve döviz kuru oynaklığının ihracat üzerindeki etkisinin anlaşılması, hem politika yapıcılar hem de ihracatçılar açısından stratejik önem taşımaktadır. Bu çalışma, 2002:Q1 – 2023:Q2 dönemi için Türkiye’de döviz kuru ve döviz kuru oynaklığının ihracat üzerindeki etkisini zamanla değişen parametreli (TVP) regresyon modeli ile incelemektedir. Modelde bağımlı değişken olarak ihracat; bağımsız değişkenler olarak Türkiye’nin en çok ihracat yaptığı beş Avrupa ülkesinin GSYH’sinin ağırlıklı ortalaması, döviz kuru ve GARCH(1,1) modeliyle elde edilen döviz kuru oynaklığı kullanılmıştır. Ampirik bulgular, döviz kurunun ihracat üzerinde genel olarak pozitif bir etkiye sahip olduğunu; ancak döviz kuru oynaklığının bu olumlu etkiyi zayıflattığını göstermektedir. Özellikle 2009 küresel krizi, Covid-19 pandemisi ve 2021 sonrası Yeni Ekonomi Modeli dönemlerinde oynaklığın ihracatı olumsuz etkilediği dikkat çekmektedir. Sonuçlar, kur istikrarının ihracat performansı açısından belirleyici olduğunu ve ihracat odaklı büyüme stratejilerinde sadece nominal kur düzeyinin değil, aynı zamanda oynaklık dinamiklerinin de dikkate alınması gerektiğini ortaya koymaktadır.

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Yayınlanmış

22-09-2025

Nasıl Atıf Yapılır

GAYAKER, S. (2025). Döviz Kuru Politikası ve Döviz Kuru Oynaklığının İhracat Üzerindeki Etkisi: Türkiye Örneği. Üçüncü Sektör Sosyal Ekonomi Dergisi, 60(3), 3032–3052. https://doi.org/10.63556/tisej.2025.1524

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