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Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği İlişkisi: VABHO Modelleriyle Bir Uzun Dönem Analizi

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  • K. Batu Tunay

    () (Vocational School, Yildiz Technical University)

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    Abstract

    This study analyzes long-term relation between inflation and relative price variability in Turkey. Vector autoregressive moving average (VARMA) models are used as analyzing methodolgy. Data base taken into consideration in models are monthly wholesale price index and monthly commodity price indices forming this index between the period 1990:1-2008:12. Findings obtained from VARMA models show that there is a strong positive relationship in the long-term between inflation and relative price variability in Turkey.

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    File URL: http://www.ikt.yildiz.edu.tr/RePEc/yil/makaleler/tunay0028.pdf
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    Bibliographic Info

    Paper provided by Yildiz Technical University, Department of Economics in its series Working Papers with number 0028.

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    Length: 17 pages
    Date of creation: Dec 2009
    Date of revision: Dec 2009
    Handle: RePEc:yil:wpaper:0028

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    Related research

    Keywords: Inflation; Relative Price Variability; VAR Models; VARMA Models; Iterative Linear Algorithms; MLE; OLS; Correlation;

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