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Bu calismada reel doviz kurlariyla ithalat ve ihracat arasindaki iliskiler, 1997:1-2014:11 donemi icin aylik veriler kullanilarak VAR analizi yardimiyla arastirilmistir. Calismada oncelikle Genisletilmis Dickey-Fuller (ADF, Augmented Dickey Fuller) ve Philllip- Perron (1988) tarafindan gelistirilen birim kok testleri kullanilarak serilerin duraganligi test edilmistir. Analizin devaminda yapisal kirilmalari dikkate alan tek icsel kirilma icin Zivot-Andrews (1992), birim kok testleri yapilmis olup, birim kok testi sonuclarina gore tum serilerin birinci farklarinda duragan olduklari gorulmustur. Granger, Toda-Yamamoto (1995) ve Hacker-Hatemi (2008) boostrapa dayali Granger nedensellik testleri sonucunda reel doviz kurlari ile ihracat ve ithalat degiskenleri arasinda nedensellik iliskisi bulunmustur.

TÜRKİYE’DE REEL DÖVİZ KURU VE DIŞ TİCARET İLİŞKİSİNİN VAR ANALİZİ İLE İNCELENMESİ