Time-varying effects of the gold price and the oil price on imports in Turkey

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dc.contributor.authorKose, Nezir
dc.contributor.authorUnal, Emre
dc.contributor.authorGayaker, Savas
dc.date.accessioned2024-03-13T10:35:30Z
dc.date.available2024-03-13T10:35:30Z
dc.date.issued2024
dc.departmentİstanbul Beykent Üniversitesien_US
dc.description.abstractThe impacts of the gold price, the oil price and the exchange rate on imports are analyzed using a time-varying parameter vector autoregressive with stochastic volatility (TVP-VAR-SV) model. The impulse response functions showed that the impact of oil price shocks on imports continued for a short period of time, whereas that of the gold price became more significant and gave rise to long term effects in later periods. The results reveal important implications for policy makers reducing imports, which stimulates a trade deficit in Turkey.en_US
dc.identifier.doi10.1080/16081625.2023.2298928
dc.identifier.issn1608-1625
dc.identifier.issn2164-2257
dc.identifier.scopus2-s2.0-85181528335en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.urihttps://doi.org/10.1080/16081625.2023.2298928
dc.identifier.urihttps://hdl.handle.net/20.500.12662/4439
dc.identifier.wosWOS:001136218600001en_US
dc.identifier.wosqualityQ3en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofAsia-Pacific Journal Of Accounting & Economicsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectGold priceen_US
dc.subjectKalman filtersen_US
dc.subjectoil priceen_US
dc.subjectTVP-VAR-SV modelen_US
dc.titleTime-varying effects of the gold price and the oil price on imports in Turkeyen_US
dc.typeArticleen_US

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