Model Belirsizligi Altinda Doviz Kurunun Enflasyona Etkisi

Dincer Dedeoglu and Huseyin Kaya

Central Bank Review, 2015, vol. 15, issue 2, 79-93

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 fiyatlamayi 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.

Keywords: Doviz kuru; Geciskenlik; VAR; Model belirsizligi (search for similar items in EconPapers)
JEL-codes: C51 E31 E58 (search for similar items in EconPapers)
Date: 2015
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