Islenmemis Gida Enflasyonu Kisa Vadeli Tahminine Alternatif Bir Bakis

Fethi Ogunc () and Cagri Sarikaya

CBT Research Notes in Economics from Research and Monetary Policy Department, Central Bank of the Republic of Turkey

Abstract: [TR] Bu calisma Turkiye’de islenmemis gida fiyatlari ile bu grubu olusturan uc ana grup (taze meyve, sebze ve diger islenmemis gida) icin bazi istatistiki modeller ile tarihsel ortalamalara dayanan yargisal yaklasimin alti aya kadarki tahmin performansini degerlendirmektedir. Bulgularimiz, bir ay ilerisi icin piyasadan toplanan fiyatlarin, alti aylik tahmin ufkundaki sonraki donemler icin ise egilime yakinsama modellerinden alinan tahminlerin daha az hata icerdigi yonundedir. Egilime yakinsama modeli, SARIMA modeli ve tarihsel ortalamalari esas alan yargisal tahminlere ustunluk kurmasinin yani sira, fiyatlarin egilimden sapmasi durumunda ortalama kac aylik bir surede duzeltme goruldugune dair alt gruplar bazinda bilgi de vermektedir. Uretim yapisinin dogal bir sonucu olarak fiyat duzeltmelerinin en gec gozlendigi grup ortalama bes ay ile taze meyve olarak tespit edilirken sebze fiyatlarindaki duzeltmelerin bir ay gibi gorece daha kisa bir surede gerceklestigi sonucuna ulasilmistir. [EN] This study compares the forecast performances of some statistical models and historical averages approach for unprocessed food inflation and its three main components (fresh fruits, vegetables and other) in Turkey. Our findings support the superiority of collected prices for one-step-ahead forecasts, while forecasts for longer horizons up to six-months have smaller RMSEs for trend-convergence models. These models not only serve as much better forecasting tools in comparison to SARIMA model and historical average-based judgmental forecasts but also provide information on the speed of correction in case of deviations from trend. As a natural outcome of the underlying production structures, corrections in fresh fruit prices are found to take longer time, averaging five months, while corrections in vegetable prices are much quicker with one month.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:tcb:econot:1613

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