689
Views
16
CrossRef citations to date
0
Altmetric
Original Articles

The effects of exchange rate volatility on trade: evidence from Turkish agricultural trade

, &
Pages 297-303 | Published online: 09 Jun 2011

References

  • Arıstotelous , K. 2001 . Exchange-rate volatility, exchange-rate regime and trade volume: evidence from the UK–US export function (1889–1999) . Economic Letters , 72 : 1
  • Arize , A. C. 1997 . Conditional exchange rate volatility and the volume of foreign trade: evidence from seven industrialized countries . Southern Economic Journal , 64 : 235 – 54 .
  • Babula , R. A. , Rupper , F. J. and Bessler , D. A. 1995 . US corn export: the role of the exchange rate . Journal of Agricultural Economics , 13 : 75 – 88 .
  • Bollerslev , T. 1986 . Generalized autoregressive conditional heteroskedasticity . Journal of Econometrics , 31 : 307 – 27 .
  • Bradshaw , G. and Orden , D. 1990 . Granger causality from the exchange rate to agricultural prices and export sales . Western Journal of Agricultural Economics , 15 : 100 – 10 .
  • Chambers , R. G. and Just , R. E. 1979 . A critique of exchange rate treatment in agricultural trade models . American Journal of Agricultural Economics , 61 : 249 – 57 .
  • Cho , G. , Sheldon , I. and McCorriston , S. 2002 . Exchange rate uncertainty and agricultural trade . American Journal of Agricultural Economics , 84 : 931 – 42 .
  • Clark , P. B. 1973 . Uncertainty, exchange risk, and the level of international trade . Western Economic Journal , 11 : 302 – 13 .
  • Clark , P. , Tamirisa , N. and Wei , S. 2004 . Exchange rate volatility and trade flows -- some new evidence , Washington, DC : International Monetary Fund Report .
  • Dickey , D. A. and Fuller , W. A. 1979 . Distribution of the estimators for autoregressive time series with a unit root . Journal of the American Statistical Association , 74 : 427 – 31 .
  • Engle , R. F. and Granger , C. W. J. 1987 . Co-integration and error correction: representation, estimation, and testing . Econometrica , 55 : 251 – 76 .
  • Erdal , G. and Uzunöz , M. The causality relationship among hazelnut prices of Turkey and Europe and exchange rate . The Congress of VIII Agricultural Economics . June , Bursa, Turkey. pp. 25 – 27 .
  • Ganger , C. W. J. 1969 . Investigating causal relations by econometric models and cross-spectral methods . Econometrica , 37 : 424 – 38 .
  • Gül , E. and Ekinci , A. 2006 . The causal relationship between the real exchange rate and export and import in Turkey: 1990–2006 . Journal of Social Sciences , 16 : 165 – 83 .
  • Johansen , S. 1991 . Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models . Econometrica , 59 : 1551 – 80 .
  • Johansen , S. and Juselius , K. 1990 . Maximum likelihood estimation and inferences on cointegration – with applications to the demand for money . Oxford Bulletin of Economics and Statistics , 52 : 169 – 210 .
  • Johnson , P. R. , Grennes , T. and Thursby , M. 1977 . Devaluation, foreign trade control, and domestic wheat prices . American Journal of Agricultural Economics , 59 : 619 – 27 .
  • Kandilov , I. T. 2008 . The effects of exchange rate volatility on agricultural trade . American Journal of Agricultural Economics , 90 : 1028 – 43 .
  • Kristinek, J. J. and Anderson, D. P. (2002) Exchange rates and agriculture: a literature review. AFPC Working Paper No. 02–2, Agricultural and Food Policy Center, College Station, TX. http://www.afpc.tamu.edu/pubs/0/373/wp-2002-02.pdf (http://www.afpc.tamu.edu/pubs/0/373/wp-2002-02.pdf) (Accessed: 15 May 2007 ).
  • Lamb , R. L. 2000 . Food crops, exports, and the short-run policy response of agriculture in Africa . American Journal of Agricultural Economics , 22 : 271 – 98 .
  • Pozo , S. 1992 . Conditional exchange-rate volatility and the volume of international trade: evidence from the early 1900s . Review of Economics and Statistics , 74 : 325 – 29 .
  • Schuh , G. E. 1974 . The exchange rate and US agriculture . American Journal of Agricultural Economics , 56 : 1 – 3 .
  • Schwartz , N. E. 1986 . The consequences of a floating exchange rate for the US wheat market . American Journal of Agricultural Economics , 68 : 428 – 33 .
  • Sheldon , I. 29–30 May 2003 . “ Exchange rate uncertainty and agricultural trade ” . In Agricultural Competitiveness and World Trade Liberalization: Implications of the WTO and NAFTA 29–30 May , Forgo, ND
  • Sivri , U. and Usta , C. 2001 . The relationship among reel exchange rate, export, and import . Journal of Faculty of Economics and Administrative Sciences of Uludag University , 19 : 1 – 9 .
  • Spılımbergo , A. and Vamvakıdıs , A. 2003 . Real effective exchange rate and constant elasticity of substitution assumption . Journal of International Economics , 60 : 337 – 54 .
  • Sukar , A. H. and Hassan , S. 2001 . US exports and time-varying volatility of real exchange rate . Global Finance Journal , 12 : 109 – 19 .
  • TurkStat (2007) Turkish Statistical Institute. http://www.turkstat.gov.tr/Start.do (http://www.turkstat.gov.tr/Start.do) (Accessed: 4 March 2007 ).
  • Vellianitis-Fidas , A. 1976 . The impact of devaluation on US agricultural exports . Agricultural Economics Research , 28 : 107 – 16 .
  • Wang , K. and Barrett , C. 2007 . Estimating the effects of exchange rate volatility on export volumes . Journal of Agricultural and Resource Economics , 32 : 225 – 55 .
  • Yanıkkaya , H. 2001 . The influence of real exchange rates on Turkish agricultural exports . Journal of Faculty of Economics and Administrative Sciences of Gazi University , 2 : 69 – 80 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.