{"id":124668,"date":"2024-01-23T09:11:41","date_gmt":"2024-01-23T08:11:41","guid":{"rendered":"https:\/\/www.wifo.ac.at\/publication\/124668\/"},"modified":"2025-10-22T22:07:38","modified_gmt":"2025-10-22T20:07:38","slug":"persistency-of-turkish-export-shocks-a-quantile-autoregression-qar-approach","status":"publish","type":"publication","link":"https:\/\/www.wifo.ac.at\/en\/publication\/124668\/","title":{"rendered":"Persistency of Turkish export shocks: a quantile autoregression (QAR) approach"},"content":{"rendered":"","protected":false},"featured_media":0,"template":"","class_list":["post-124668","publication","type-publication","status-publish","hentry"],"acf":{"subtitle":"","text":"This study analyses 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 behaviour of total exports as well as food and beverages, chemicals, basic metals, raw materials, motor vehicles and radio and 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.","onlinedate":"2016-08-01 02:00:00","lang":"English","publication_series":"","publication_date":"20160801","publication_date_year":"","publication_date_full":false,"publication_num_pages":"","keywords":"[\"Export demand Unit root Quantile autoregression\"]","jelcodes":"[]","related_publications":"[]","pdf":null,"zip":null,"link":"http:\/\/www.springer.com\/10663","monthly_report":false,"monthly_report_main":false,"monthly_report_volume":"43","monthly_report_pages":"445-460","monthly_report_pages_sort":"445","issue":"3","journal":"Empirica","publisher":"","invisible":false,"external":true,"embargo_date":null,"types":[83083],"research_groups":[3491],"collaboration":"","persons":[14455,15765,15797],"persons_data":"[{\"personId\":14455,\"personName\":\"M. Hakan Berument\",\"organisationNames\":[]},{\"personId\":15765,\"personName\":\"N. Nergiz Dincer\",\"organisationNames\":[]},{\"personId\":15797,\"personName\":\"Pinar Yasar\",\"organisationNames\":[]}]","clients":[],"subclients":[],"partners":[],"topics":[],"host_publication_title":"","host_publication_subtitle":"","place_of_publication":"","host_publication_editors":"[]","type_description":"","output_media":"","chapter":"","article_number":"","scientific_assistance":"[]","scientific_review":"[]","version":"","release_date":null,"expiration_date":null,"surveyor":"","research_assistance":"","edv":"","additional_info_de":"","additional_info_en":""},"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v27.3 (Yoast SEO v27.3) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>Persistency of Turkish export shocks: a quantile autoregression (QAR) approach - WIFO<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.wifo.ac.at\/en\/publication\/124668\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Persistency of Turkish export shocks: a quantile autoregression (QAR) approach\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.wifo.ac.at\/en\/publication\/124668\/\" \/>\n<meta property=\"og:site_name\" content=\"WIFO\" \/>\n<meta property=\"article:publisher\" content=\"https:\/\/www.facebook.com\/WIFOat\/\" \/>\n<meta property=\"article:modified_time\" content=\"2025-10-22T20:07:38+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.wifo.ac.at\/wp-content\/uploads\/2024\/05\/WIFO-Gebaeude-FotoAlexanderMueller-www.alexandermueller.at-IMG_6326-Bearbeitet-1.jpg\" \/>\n\t<meta property=\"og:image:width\" content=\"1920\" \/>\n\t<meta property=\"og:image:height\" content=\"1280\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:site\" content=\"@WIFOat\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/www.wifo.ac.at\\\/en\\\/publication\\\/124668\\\/\",\"url\":\"https:\\\/\\\/www.wifo.ac.at\\\/en\\\/publication\\\/124668\\\/\",\"name\":\"Persistency of Turkish export shocks: a quantile autoregression (QAR) approach - 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