IDEAS home Printed from https://ideas.repec.org/a/sos/sosjrn/080108.html
   My bibliography  Save this article

Enflasyon ve Enflasyon Belirsizliği: Türkiye Örneği

Author

Listed:
  • Serkan ERKAM

Abstract

This study is an attempt to investigate the causality structure between inflation and inflation uncertainty in Turkey for the period of 1982-2008. Empirical findings based on the ARCH, GARCH and PARCH estimates of the autoregressive inflation models support the hypothesis that inflation itself is a source of inflation uncertainty in Turkey. Also a short-run causality from greater inflation uncertainty to higher rates of inflation is found in some models. This implies that there is a central bank incentive of creating inflation surprises during periods of increased inflation uncertainty in Turkey.

Suggested Citation

  • Serkan ERKAM, 2008. "Enflasyon ve Enflasyon Belirsizliği: Türkiye Örneği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2008-1.
    • Handle: RePEc:sos:sosjrn:080108
    as

    Download full text from publisher

    File URL: http://dergipark.gov.tr/download/article-file/197628
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. dogru, bulent, 2013. "Inflation and Inflation Uncertainty: Evidence from Turkey, 1923–2012," MPRA Paper 51232, University Library of Munich, Germany.

    More about this item

    Keywords

    Inflation; Inflation Uncertainty; Granger-Causality; GARCH Models.;
    All these keywords.

    JEL classification:

    • 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
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sos:sosjrn:080108. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Aysen Sivrikaya (email available below). General contact details of provider: http://www.sosyoekonomijournal.org/home.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.