Turkiye’de Enflasyon ve Nispi Fiyat Degiskenligi Iliskisi: VABHO Modelleriyle Uzun Donem Analizi

K. Batu Tunay ()
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K. Batu Tunay: Yildiz Teknik University

Istanbul University Econometrics and Statistics e-Journal, 2010, vol. 12, issue 1, 40-64

Abstract: This study analyzes long-term relation between inflation and relative price variability in Turkey. Vector autoregressive moving average (VARMA) models are used as analyzing methodology. Data base taken into consideration in models are monthly wholesale price index and monthly commodity price indices forming this index between the period 1990:1-2008:12. Findings obtained from VARMA models show that there is a strong positive relationship in the long-term between inflation and relative price variability in Turkey.

Keywords: Inflation; Relative Price Variability; VAR Models; VARMA Models; Iterative Linear Algorithms; OLS. (search for similar items in EconPapers)
JEL-codes: E31 E52 C32 C51 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:ist:ancoec:v:12:y:2010:i:1:p:40-64

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