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Çiftçinin eline geçen fiyatların, genel fiyat endeksleri ve döviz kuruyla ilişkileri

Author

Listed:
  • Afşin ŞAHİN

    (Marmara Üniversitesi)

  • Yılmaz AKDİ

    (Ankara Üniversitesi)

Abstract

Çalışmada 1996:1-2004:12 dönemi aylık verileri için Çiftçinin Eline Geçen Fiyatlar Endeksi (ÇEF) ile Tüketici Fiyatlar Endeksi (TÜFE), Toptan Eşya Fiyat Endeksi (TEFE) ve döviz kuru arası kointegrasyon ilişkisi bulunmuştur. Endeksler arası kısa dönemli ilişkinin de pozitif olduğu tespit edilmiştir. Çıkan ilişkiye bağlı olarak, fiyatlar genel düzeyinin çitçinin eline geçen fiyatlara duyarlı olduğu sonucu çıkmaktadır

Suggested Citation

  • Afşin ŞAHİN & Yılmaz AKDİ, 2007. "Çiftçinin eline geçen fiyatların, genel fiyat endeksleri ve döviz kuruyla ilişkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(252), pages 116-122.
    • Handle: RePEc:iif:iifjrn:v:22:y:2007:i:252:p:116-122
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    Keywords

    kointegrasyon; periodogram ve fiyat endeksleri;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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