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Model Belirsizligi Altinda Doviz Kurunun Enflasyona Etkisi

Author

Listed:
  • Dincer Dedeoglu
  • Huseyin Kaya

Abstract

Bu calismada Turkiye’de doviz kurunun enflasyon geciskenligi, model belirsizligi dikkate alinarak incelenmektedir. 2003-2013 donemini kapsayan calismada geciskenligin analizi, yazinda sikca kullanilan uretim zinciri boyunca fiyatlamayı esas alan bir VAR sistemi cercevesinde gerceklestirilmistir. Alternatif VAR modelleri dikkate alinarak tahmin edilen kur geciskenligi katsayilari yuzde 4-8 araliginda bulunmaktadir. Elde edilen sonuclar kur geciskenligi tahmininde model belirsizligi olduguna isaret etmektedir. Model belirsizligini dikkate almak icin Bayesyen ortalama yontemi kullanilmis ve geciskenlik katsayisi yuzde 7,5 bulunmustur.

Suggested Citation

  • Dincer Dedeoglu & Huseyin Kaya, 2015. "Model Belirsizligi Altinda Doviz Kurunun Enflasyona Etkisi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 15(2), pages 79-93.
  • Handle: RePEc:tcb:cebare:v:15:y:2015:i:2:p:79-93
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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+15-2/
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    References listed on IDEAS

    as
    1. Caglar Yunculer, 2011. "Pass-Through of External Factors into Price Indicators In Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 11(2), pages 71-84.
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    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Doviz kuru; Geciskenlik; VAR; Model belirsizligi;

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies

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