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Mikro Verilerinden Yuksek Frekansli Fiyat Katiligi ve Enflasyon Egilimi Gostergeleri

Author

Listed:
  • M. Utku Ozmen
  • Orhun Sevinc

Abstract

[TR] Bu notta mikro fiyat verileri kullanilarak fiyatlama davranislarina ve enflasyon egilimine iliskin turetilen gostergeler tanitilmaktadir. Fiyat degisim sikligi ile esanlilik gostergeleri fiyat katiligi egilimlerini takip ederken; yayilim, merkezi enflasyon ve enflasyon uyumsuzlugu gostergeleri de enflasyon egilimine iliskin toplulastirilmis endekslerle dogrudan ve etkin olarak elde edilemeyen bilgiyi sunabilmektedir. Mikro verilerin yuksek frekansta takip edilebilmesi ile urun ve market detayinda olmasi nedeniyle turetilen gostergeler resmi veri takviminden bagimsiz olarak takip edilebilmekte ve toplulastirmadan kaynaklanan bilgi kayiplarini telafi edebilen birer kaynak olarak fiyatlama egilimlerini izlemede yeni boyutlar onermektedir. [EN] In this note, micro data based indicators regarding price setting behavior and trend inflation are introduced. Frequency and synchronization of price changes track the changes in price stickiness trends; while dispersion, central inflation and inflation disparity indicators offer information on inflation trend which is not directly and efficiently extracted from aggregated official data. These indicators propose new dimensions in monitoring pricing trends by providing information which is of high frequency and independent of official data release calendar; and in compensating the loss of information due to data aggregation.

Suggested Citation

  • M. Utku Ozmen & Orhun Sevinc, 2012. "Mikro Verilerinden Yuksek Frekansli Fiyat Katiligi ve Enflasyon Egilimi Gostergeleri," CBT Research Notes in Economics 1217, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    • Handle: RePEc:tcb:econot:1217
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    References listed on IDEAS

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    1. M. Utku Özmen & Orhun Sevinç, 2016. "Price Rigidity in Turkey: Evidence from Micro Data," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(4), pages 1029-1045, April.
    2. Emmanuel Dhyne & Jerzy Konieczny, 2007. "Temporal Distribution of Price Changes : Staggering in the Large and Synchronization in the Small," Working Paper Research 116, National Bank of Belgium.
    3. Fisher, Timothy C. G. & Konieczny, Jerzy D., 2000. "Synchronization of price changes by multiproduct firms: evidence from Canadian newspaper prices," Economics Letters, Elsevier, vol. 68(3), pages 271-277, September.
    4. Orhun Sevinc, 2012. "Enflasyon Ana Egiliminin Temel Bilesenler Analiziyle Incelenmesi," CBT Research Notes in Economics 1208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    5. Erdem Basci & Hakan Kara, 2011. "Financial Stability and Monetary Policy," Working Papers 1108, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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