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Ham Petrol Fiyatlarındaki Volatilitenin Gayri Safi Yurtiçi Hasıla Büyümesi Üzerindeki Etkileri: Türkiye Örneği( The Effects on Gross Domestic Product Growth of Crude Oil Price Volatility: A Case Study for Turkey)

Authors :
Arif ÖZSAĞIR
Birol ERKAN
Mehmet ŞENTÜRK
Oğuz KARA
Source :
Yönetim ve Ekonomi, Vol 18, Iss 1, Pp 19-28 (2011)
Publication Year :
2011
Publisher :
Celal Bayar University, 2011.

Abstract

In this paper, the relationship between international crude oil prices and GDP growth in Turkey was studied for 1987-2007 period. Crude oil prices with reference to the study,. Include annual average data. GDP data was obtained from Central Bank of Turkish as US dolar. With a view to display cointegration relationship between the data, Angle Granger and Johansen methods were applied. Notwithstanding, the results were inquired with VAR method. In the meanwhile; Dickey Fuller, Unit Root and Modified Akaike tests were executed too. Crude oil prices volatility effects on GDP growth, and also affect in question has appeared especially as from the second period (1997-2007).

Details

Language :
German, English, French, Turkish
ISSN :
13020064
Volume :
18
Issue :
1
Database :
Directory of Open Access Journals
Journal :
Yönetim ve Ekonomi
Publication Type :
Academic Journal
Accession number :
edsdoj.72306103247b42f5860f9450b172e697
Document Type :
article