Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği İlişkisi: VABHO Modelleriyle Bir Uzun Dönem Analizi

Batu Tunay ()
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Batu Tunay: Vocational School, Yildiz Technical University

No 28, Working Papers from Yildiz Technical University, Department of Economics

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 methodolgy. 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; MLE; OLS; Correlation (search for similar items in EconPapers)
JEL-codes: C32 C51 E31 E52 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2009-12, Revised 2009-12
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