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Faiz oranı ve enflasyon belirsizliği ilişkisi

  • Nildağ Başak CEYLAN

    (Atılım Üniversitesi)

Bu çalışmada, enflasyon ve enflasyon riskinin faiz oranları üzerindeki etkisi toptan eşya fiyat grupları için hareketli otoregresif koşullu değişken varyans regresyon modeli kullanılarak incelenmiştir. Elde edilen bulgular, 1987=100 ve 1994=100 temel yıllı serilerde enflasyonun faiz oranları üzerindeki etkisinin, istatistiksel olarak anlamlı çıkan sonuçların hepsinde pozitif yönlü olduğunu göstermiştir. Modele enflasyon riski eklendiğinde, 1987=100 temel yıllı seride enflasyon riskinin faiz oranı üzerindeki etkisi istatistiksel olarak anlamlı çıkan sonuçların tamamı için pozitif yönlü iken, 1994=100 temel yıllı endekste, etki sektörlerin büyük çoğunluğu için pozitif yönlü, bazı endekslerde ise negatif yönlü çıkmıştır

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Article provided by Bilgesel Yayincilik in its journal İktisat İşletme ve Finans.

Volume (Year): 21 (2006)
Issue (Month): 240 ()
Pages: 98-114

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Handle: RePEc:iif:iifjrn:v:21:y:2006:i:240:p:98-114
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