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- W636177533 abstract "This study analyzes the persistency of total and disaggregated Turkish exports for different shock magnitudes using the quantile autoregression (QAR) method in line with Koenker and Xiao (J Am Stat Assoc 99:775–787, 2004). The results suggest that the persistence of shocks are not similar across different quantiles of Total Exports and disaggregated export sectors, indicating an asymmetry in the case of negative and positive shocks across different export sectors. The persistency behavior of Total Exports as well as Food and Beverages, Chemicals, Basic Metals, Raw Materials, Motor Vehicles and Radio & TV exports are asymmetric to negative versus positive shocks, which cannot be captured by traditional unit root tests. Thus, sound interpretation of QAR results is necessary for policy makers to identify shock characteristics and thereby pursue appropriate policies for overcoming adverse impacts on the economy." @default.
- W636177533 created "2016-06-24" @default.
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- W636177533 date "2015-06-06" @default.
- W636177533 modified "2023-09-26" @default.
- W636177533 title "Persistency of Turkish export shocks: a quantile autoregression (QAR) approach" @default.
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- W636177533 doi "https://doi.org/10.1007/s10663-015-9301-7" @default.
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