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Enflasyon Rejimleri ve Uretici Enflasyonundan Tuketici Enflasyonuna Geciskenlik

Author

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  • Zekeriya Yildirim

Abstract

Bu calisma tuketici ve uretici enflasyonlari arasindaki kisa ve uzun donem dinamikleri, enflasyon rejimindeki degisimleri dikkate alarak incelemektedir. Ulasilan bulgular rejim degisimlerinin uretici ve tuketici enflasyonlari arasindaki iliskiyi onemli olcude etkiledigini ortaya koymaktadir. Uzun donem katsayi tahmini sonuclari enflasyonun yuksek ve dalgali oldugu donemde uretici enflasyonundan tuketici enflasyonuna geciskenligin yaklasik olarak birebir oldugunu, buna karsin enflasyonun dusuk ve istikrarli oldugu donemde fiyat geciskenliginin kismen azaldigini ortaya koymaktadir. Nedensellik analizi sonuclari ise yuksek enflasyon rejiminde uretici ve tuketici enflasyonlari arasinda guclu bir geri beslenim oldugunu, dusuk enflasyon rejiminde ise degiskenler arasindaki nedensellik iliskisinin zayifladigini gostermektedir. Sonuc olarak, dusuk enflasyon rejimiyle birlikte uretici ve tuketici enflasyonlari arasindaki iliski kismen zayiflamis olsa bile, Turkiye ekonomisinin disa bagimli yapisi; dusuk enflasyon ortaminda da uretici fiyatlarindaki gelismelerin yakindan izlenmesini gerektirmektedir.

Suggested Citation

  • Zekeriya Yildirim, 2015. "Enflasyon Rejimleri ve Uretici Enflasyonundan Tuketici Enflasyonuna Geciskenlik," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 15(3), pages 89-114.
  • Handle: RePEc:tcb:cebare:v:15:y:2015:i:3:p:89-114
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    File URL: http://www.tcmb.gov.tr/wps/wcm/connect/EN/TCMB+EN/Main+Menu/Publications/Central+Bank+Review/2015/Volume+15-3/
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    More about this item

    Keywords

    Enflasyon; Rejim Degisimi; Es butunlesme; Nedensellik;
    All these keywords.

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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