Time series analysis of Turkish exports of selected ores and concentrates

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Tezin Türü: Yüksek Lisans

Tezin Yürütüldüğü Kurum: Orta Doğu Teknik Üniversitesi, Fen Edebiyat Fakültesi, İstatistik Bölümü, Türkiye

Tezin Onay Tarihi: 2015

Öğrenci: METİN BOĞAZLIYAN

Danışman: CEYLAN YOZGATLIGİL

Özet:

This study investigates exports of chromium ores and concentrates, feldspar, copper ores and concentrates, zinc ores and concentrates, natural borates and their concentrates from Turkey. The cointegration analysis demonstrates that there exists long run relationship among the variables. The study uses Vector Error Correction (VECM) model to forecast the export amounts of aforesaid ores and concentrates based on exogenous variables, incentive certificates, fixed investment amount, total industrial turnover index, industrial production index and manufacturing purchasing managers’ index of China. It is seen that incentive certificates and industrial production index are positively related to all the endogenous variables.