scholarly journals Penerapan Regresi Data Panel Dinamis untuk Pemodelan Ekspor dan Impor di Asean

2021 ◽  
Vol 2021 (1) ◽  
pp. 111-119
Author(s):  
Iga Amalia Yuniar ◽  
Dwi Endah Kusrini
Keyword(s):  
Exchange Rate ◽  
Real Effective Exchange Rate ◽  
Method Of Moment ◽  
Effective Exchange ◽  
Generalized Method Of Moment ◽  
Effective Exchange Rate

Perekonomian terbuka di suatu negara adalah negara yang mempunyai kegiatan perdagangan internasional seperti ekspor, impor, barang atau jasa serta dapat meminjam dari hasil pasar modal internasional. Tujuan dari penelitian adalah untuk menganalisis ekspor dan impor di wilayah beberapa negara ASEAN mulai periode tahun 2014 hingga tahun 2019. Metode estimasi parameter model adalah metode GMM (Generalized method of moment) karena penelitian ini menggunakan panel dinamis. Berdasarkan hasil analisis data, variabel yang berpengaruh signifikan positif terhadap model ekspor ASEAN adalah Growth GDP, REER sedangkan variabel GFCF berpengaruh secara negatif. Disamping itu, variabel yang berpengaruh siginifikan positif model impor ASEAN adalah Growth GDP dan Real Effective Exchange Rate.

scholarly journals Currency Depreciation, Trade Balance and Intra-Industry Trade Interactions in Turkey’s OECD Trade

2016 ◽  
Vol 8 (4) ◽  
pp. 8 ◽  
Author(s):  
Mehmet Demiral
Keyword(s):  
Exchange Rate ◽  
Trade Balance ◽  
Real Effective Exchange Rate ◽  
Series Data ◽  
Adjustment Process ◽  
Industry Trade ◽  
Long Run ◽  
Effective Exchange ◽  
Short Run ◽  
Effective Exchange Rate

<p>This study re-examines the determinants of Turkey’s trade balance in its manufactures trade with 33 OECD-member countries for the short-run and the long-run. Unlike other studies, in the relationships we also control the moderating effects of the availability of import substitutes proxied by intra-industry trade. We analyze quarterly aggregated time-series data of the period spanning from 1998.QI to 2015.QIII, following the autoregressive distributed lag (ARDL) bounds testing approach to the cointegration and the error correction modeling. Estimation results reveal that real effective exchange rate, together with domestic and foreign incomes are still among the core determinants of Turkey’s trade balance in the manufacturing sectors. There is no significant impact of domestic final oil prices that also include all the taxes on gasoline. The trade balance depends on domestic income negatively and the aggregated income of the OECD countries positively. The finding that real depreciation of Turkish lira against to those of Turkey’s OECD trade partners improves trade balance in both the short-run and the long-run, indicates no evidence of J-curve adjustment process. Unsurprisingly, the intra-industry trade seems to be an important factor that moderates the elasticities of trade balance to its determinants, especially to real effective exchange rate and domestic income. Overall results underline the importance of import-substitution capability besides the export-oriented production to ease the longstanding large trade deficits for Turkey.</p><strong></strong>

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