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TÜRKİYE'DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ

Year 2010, Issue: 12, 40 - 64, 17.03.2011

K. Batu Tunay

Abstract

Bu çalışmada Türkiye'de enflasyon ile nispi fiyat değişkenliği arasındaki uzun dönemli ilişki analiz edilmektedir. Analizlerde, 1990:1-2008:12 dönemi aylık toptan eşya fiyatları endeksi ve bu endeksi oluşturan mal endeksleri kullanılmıştır. Analiz yöntemi olarak vektör ardışık bağlanımlı hareketli ortalama (VABHO) modellerinden yararlanılmıştır. Elde edilen bulgular, Türkiye'de enflasyonla nispi fiyat değişkenliği arasında uzun dönemde de güçlü pozitif bir ilişki olduğunu ortaya koymaktadır.

Keywords

Enflasyon Nispi Fiyat Değişkenliği VAB Modelleri VABHO Modelleri Yinelemeli Doğrusal Algoritmalar SEK

References

  • Alper, E.C. ve Üçer, M. (1998). “Some Observations on Turkish Inflation: A ‘Random Walk’ Down the Past Decade”, Bogazici Journal: Review of Social, Economic and Administrative Studies, 12(1), 7-38.
  • Athanasopoulos, G. ve Vahid, F. (2007). “VARMA versus VAR for Macroeconomic Forecasting”, Monash Econometrics and Business Statistics Working Papers, No: 4/06.
  • Balderas, U.J. ve Nath, H. (2008). “Inflation and Relative Price Variability in Mexico: The Role of Remittances”, Applied Economic Letters, 15(3), 181-185.
  • Balke, N.S. ve Wynne, M.A. (2000). “An Equilibrium Analysis of Relative Price Changes and Aggregate Inflation”, Journal of Monetary Economics, 45(2), 269–292.
  • Ball, L. ve Mankiw, N.G. (1995). “Relative Price Changes as Aggregate Supply Shocks”, Quarterly Journal of Economics, 110(1), 161–193.
  • Barro, R.J., (1976). “Rational Expectations and the Role of Monetary Policy”, Journal of Monetary Economics, 2(1), 1–32.
  • Choudhury, A.H. ve Power, S. (1998). “A Simplified GLS Estimator for ARMA Models”, Applied Economics Letters, 5(4), 247-250.
  • Çağlayan, M. ve Filiztekin, A. (2003). “Nonlinear Impact of Inflation on Relative Price Variability”, Economic Letters, 79, 213-218.
  • De Frutos, R.F. ve Serrano, G.R. (2002). “A Generalized Least Squares Estimation Method for VARMA Models”, Statistics, 36(4), 303-316.
  • Debelle, G. ve Lamont, O.S. (1997). “Relative Price Variability and Inflation: Evidence from US Cities”, Journal of Political Economy,105 (1), 132–152.
  • Dickey, D.A. ve Fuller, W.A. (1979). “Distribution of the Estimators of Autoregressive Time Series with a Unit Root” Journal of American Statistical Association, Vol. 74(366), 427-431.
  • Dikmen, N. (2004). “Türkiye’de Harcama Gruplarına Göre Nispi Fiyat Değişkenliği ve Enflasyon İlişkisinin Ekonometrik Analizi”, Trakya Üniversitesi Sosyal Bilimler Dergisi, 5(2), 46-56.
  • Dufour, J.M. ve Pelletier, D. (2002). “Linear Methods for Estimating VARMA Models with a Macroeconomic Application”, 2002 Proceedings of the Business and Economic Statistics Section of the American Statistical Association, Washington, DC, 2659-2664.
  • Dufour, J.M. ve Pelletier, D. (2008). “Practical Methods for Modelling Weak VARMA Processes: Identification, Estimation and Specification with a Macroeconomic Application”, McGill University (Department of Economics), CIREQ and CIRANO, Discussion Paper.
  • Dufour, J.M. ve Tarek, J. (2005). “Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form”, Center for Interuniversity Research in Quantitative Economics (CIREQ), Working Papers, No: 10-2005. Fassois, S.D. ve Lee, J.E. (1990). “A Linear Multi-Stage Method for ARMAX Process Identification – Part II: Effective Structure / Parameter Estimation and Performance Evaluation”, UM-MEAM Report, No: 90-05.
  • Galbraith, J.W. – Ullah, A. ve Zinde-Walsh, V. (2002). Estimation of The Vector Moving Average Model by Vector Autoregression”, Econometric Reviews, 21(2), 205-219.
  • Hall, A.D. and Nicholls, D.F.: (1979). “The Exact Maximum Likelihood Function of Multivariate Autoregressive Moving Average Models”, Biometrika, 66, 259–264.
  • Hannan, E.J. (1969). “The Identification of Vector Mixed Autoregressive-Moving Average Systems”, Biometrica, 56(1), 223-225.
  • Hannan, E.J. ve Rissanen, J. (1982). “Recursive Estimation of Mixed Autoregressive-Moving-Average Order”, Biometrica, 69(1), 81-94.
  • Hercowitz, Z. (1981). “Money and the Dispersion of Relative Prices”, Journal of Political Economy, 89(21), 328–356. Hillmer, S.C. & Tiao, G.C. (1979). “Likelihood Function of Stationary Multiple Autoregressive Moving Average Models”, Journal of the American Statistical Association 74(367), 652-660.
  • Kapetanios, G. (2002). “A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models”, Economic Letters, 79(3), 305-312.
  • Karasulu, M. (1998). “Relative Price Variability and Inflation: Empirical Findings from Turkey”, ISE Review, 2(6), 1-26.
  • Kascha, C. (2007). “A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models”, EUI Working Papers, No: ECO 2007/12.
  • Koreisha, S.G. ve Pukkila, T. (1989). “Fast Linear Estimation Methods for Vector Autoregressive Moving- Average Models”, Journal of Time Series Analysis, 10(4), 325-339.
  • Koreisha, S.G. ve Pukkila, T. (1990a). “A GLS Approach for Estimation of ARMA Models”, Journal of Time Series Analysis, 11(2), 139-151.
  • Koreisha, S.G. ve Pukkila, T. (1990b). “Linear Methods for Estimating ARMA and Regression Models with Serial Correlation”, Comunications in Statistics – Simulation, 19(1), 71-102.
  • Koreisha, S.G. ve Yoshimoto, G. (1991), “A Comparison Between Identification Procedures for ARMA Models”, International Statistical Review, 59(1), 37-57.
  • Koreisha, S.G. ve Pukkila, T. (2004). “The Specification of Vector Autoregressive Moving Average Models”, Journal of Statistical Computation and Simulation, 74(8), 547-565.
  • Küçük, H. ve Tuğer, B. (2004). “Relative Price Variability: The Case of Turkey 1994-2002”, The Central Bank of the Republic of Turkey, Research Department Working Paper, (February), No: 04/02
  • Lucas, R.E. (1973). “International Evidence on Output–Inflation Tradeoffs”, American Economic Review, 63(3), 326–334. Lütkepohl, H. (1993). Introduction to Multiple Time Series Analysis, 2nd Ed., Springer-Verlag, Berlin- Heidelberg.
  • Lütkepohl, H. ve Poskitt, D.S. (1996). “Specification of Echelon-form VARMA Models”, Journal of Business and Economic Statistics 14(1), 69-79.
  • MacKinnon, J.G. (1991), “Critical Values for Cointegration Tests”, Long-run Economic Relationships: Reading in Cointegration içinde, R.F. Engle and C.W.J. Granger (Ed.), Oxford University Press., 267-276.
  • MacKinnon, J.G. (1996), “Numerical Distribution Functions for Unit Root and Cointegration Tests”, Journal of Applied Econometrics, 11(6), 601-618.
  • Mari, J. – Stoica, P. ve McKelvey, T. (2000). “Vector ARMA Estimation: A Reliable Subspace Approach”, IEEE Transactions on Signal Processing, 48(7), 2092-2104.
  • Mauricio, J.A. (1995). “Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models”, Journal of the American Statistical Association, 90(429), 282-291.
  • Miszler, J. (2003). “Inflation and Relative Price Variability: Evidence from a Cointegration Analysis”, Halle Institute for Economic Research, 4. IWH Workshop in Makroeconometrics 27.11.2003, Donnerstag. (http://www.iwh-halle.de/d/start/News/-workshop_cdr/index.htm)
  • Nath, H.K. (2004). “Inflation and Relative Price Variability: Short-run vs. Long-run”, Economic Letters, 82, 363-369. Parks, R.W. (1978). “Inflation and Relative Price Variability”, Journal of Political Economy, 86 (1), 79–95.
  • Parsley, D.C. (1996). “Inflation and Relative Price Variability in the Short and Long run: New Evidence from the United States”, Journal of Money, Credit and Banking, 28(3), 323–341.
  • Poskitt, D.S. (1992). “Identifcation of Echelon Canonical Forms for Vector Linear Processes Using Least Squares”, The Annals of Statistics 20(1), 195-215.
  • Reinsel, G.C. (1997). Elements of Multivariate Time Series, 2nd Ed., New York: Springer-Verlag.
  • Quenouille, M.H. (1957). The Analysis of Multiple Time Series, London: Charles Griffin Co.
  • Tunnicliffe-Wilson, G. (1973). “The Estimation of Parameters in Multivariate Time Series Models”, Journal of the Royal Statistical Society (Series B), 35(1), 76-85.
  • Tiao, G.C. & Box, G.E.P. (1981). “Modelling Multiple Time Series with Applications”, Journal of the American Statistical Association, 76(376), 802-816.
  • Tiao, G.C. ve Tsay, R. (1989), “Model Specification in Multivariate Time Series (with Discussions)”, Journal of the Royal Statistical Society B 51, 157-213.
  • Tiao, G.C. (2001). “Vector ARMA”, A Course in Time Series Analysis içinde, Ed. Daniel Pena, G.C. Tiao, ve Ruey S. Tsay, New York: John Wiley and Sons. 365-407.
  • Vining, R.D. ve Elwertowski, C.T. (1976). “The Relationship between Relative Prices and the General Price Level”, The American Economic Review, 66(4), 699-708.
  • Yamak, N. (1997). “Türkiye’de Enflasyon – Nispi Fiyat Değişkenliği İlişkisi”, Dokuz Eylül Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 12(2), 31-38.
  • Yamak, N. ve Sivri, U. (1999). “Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği”, Dokuz Eylül Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 1(1), 31-38.
  • Yamak, N. ve Tanrıöver, B. (2006). “Türkiye’de Enflasyon – Nispi Fiyat Değişkenliği İlişkisi”, Ç.Ü. Sosyal Bilimler Enstitüsü Dergisi, 15(2), 369-382.
  • Yamak, R. ve Karahasan, N. (1994). “Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği”, İ.Ü. Sosyal Bilimler Meslek Yüksekokulu, Entegre Dergisi, 1(2), 57-60.

Year 2010, Issue: 12, 40 - 64, 17.03.2011

K. Batu Tunay

Abstract

References

  • Alper, E.C. ve Üçer, M. (1998). “Some Observations on Turkish Inflation: A ‘Random Walk’ Down the Past Decade”, Bogazici Journal: Review of Social, Economic and Administrative Studies, 12(1), 7-38.
  • Athanasopoulos, G. ve Vahid, F. (2007). “VARMA versus VAR for Macroeconomic Forecasting”, Monash Econometrics and Business Statistics Working Papers, No: 4/06.
  • Balderas, U.J. ve Nath, H. (2008). “Inflation and Relative Price Variability in Mexico: The Role of Remittances”, Applied Economic Letters, 15(3), 181-185.
  • Balke, N.S. ve Wynne, M.A. (2000). “An Equilibrium Analysis of Relative Price Changes and Aggregate Inflation”, Journal of Monetary Economics, 45(2), 269–292.
  • Ball, L. ve Mankiw, N.G. (1995). “Relative Price Changes as Aggregate Supply Shocks”, Quarterly Journal of Economics, 110(1), 161–193.
  • Barro, R.J., (1976). “Rational Expectations and the Role of Monetary Policy”, Journal of Monetary Economics, 2(1), 1–32.
  • Choudhury, A.H. ve Power, S. (1998). “A Simplified GLS Estimator for ARMA Models”, Applied Economics Letters, 5(4), 247-250.
  • Çağlayan, M. ve Filiztekin, A. (2003). “Nonlinear Impact of Inflation on Relative Price Variability”, Economic Letters, 79, 213-218.
  • De Frutos, R.F. ve Serrano, G.R. (2002). “A Generalized Least Squares Estimation Method for VARMA Models”, Statistics, 36(4), 303-316.
  • Debelle, G. ve Lamont, O.S. (1997). “Relative Price Variability and Inflation: Evidence from US Cities”, Journal of Political Economy,105 (1), 132–152.
  • Dickey, D.A. ve Fuller, W.A. (1979). “Distribution of the Estimators of Autoregressive Time Series with a Unit Root” Journal of American Statistical Association, Vol. 74(366), 427-431.
  • Dikmen, N. (2004). “Türkiye’de Harcama Gruplarına Göre Nispi Fiyat Değişkenliği ve Enflasyon İlişkisinin Ekonometrik Analizi”, Trakya Üniversitesi Sosyal Bilimler Dergisi, 5(2), 46-56.
  • Dufour, J.M. ve Pelletier, D. (2002). “Linear Methods for Estimating VARMA Models with a Macroeconomic Application”, 2002 Proceedings of the Business and Economic Statistics Section of the American Statistical Association, Washington, DC, 2659-2664.
  • Dufour, J.M. ve Pelletier, D. (2008). “Practical Methods for Modelling Weak VARMA Processes: Identification, Estimation and Specification with a Macroeconomic Application”, McGill University (Department of Economics), CIREQ and CIRANO, Discussion Paper.
  • Dufour, J.M. ve Tarek, J. (2005). “Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form”, Center for Interuniversity Research in Quantitative Economics (CIREQ), Working Papers, No: 10-2005. Fassois, S.D. ve Lee, J.E. (1990). “A Linear Multi-Stage Method for ARMAX Process Identification – Part II: Effective Structure / Parameter Estimation and Performance Evaluation”, UM-MEAM Report, No: 90-05.
  • Galbraith, J.W. – Ullah, A. ve Zinde-Walsh, V. (2002). Estimation of The Vector Moving Average Model by Vector Autoregression”, Econometric Reviews, 21(2), 205-219.
  • Hall, A.D. and Nicholls, D.F.: (1979). “The Exact Maximum Likelihood Function of Multivariate Autoregressive Moving Average Models”, Biometrika, 66, 259–264.
  • Hannan, E.J. (1969). “The Identification of Vector Mixed Autoregressive-Moving Average Systems”, Biometrica, 56(1), 223-225.
  • Hannan, E.J. ve Rissanen, J. (1982). “Recursive Estimation of Mixed Autoregressive-Moving-Average Order”, Biometrica, 69(1), 81-94.
  • Hercowitz, Z. (1981). “Money and the Dispersion of Relative Prices”, Journal of Political Economy, 89(21), 328–356. Hillmer, S.C. & Tiao, G.C. (1979). “Likelihood Function of Stationary Multiple Autoregressive Moving Average Models”, Journal of the American Statistical Association 74(367), 652-660.
  • Kapetanios, G. (2002). “A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models”, Economic Letters, 79(3), 305-312.
  • Karasulu, M. (1998). “Relative Price Variability and Inflation: Empirical Findings from Turkey”, ISE Review, 2(6), 1-26.
  • Kascha, C. (2007). “A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models”, EUI Working Papers, No: ECO 2007/12.
  • Koreisha, S.G. ve Pukkila, T. (1989). “Fast Linear Estimation Methods for Vector Autoregressive Moving- Average Models”, Journal of Time Series Analysis, 10(4), 325-339.
  • Koreisha, S.G. ve Pukkila, T. (1990a). “A GLS Approach for Estimation of ARMA Models”, Journal of Time Series Analysis, 11(2), 139-151.
  • Koreisha, S.G. ve Pukkila, T. (1990b). “Linear Methods for Estimating ARMA and Regression Models with Serial Correlation”, Comunications in Statistics – Simulation, 19(1), 71-102.
  • Koreisha, S.G. ve Yoshimoto, G. (1991), “A Comparison Between Identification Procedures for ARMA Models”, International Statistical Review, 59(1), 37-57.
  • Koreisha, S.G. ve Pukkila, T. (2004). “The Specification of Vector Autoregressive Moving Average Models”, Journal of Statistical Computation and Simulation, 74(8), 547-565.
  • Küçük, H. ve Tuğer, B. (2004). “Relative Price Variability: The Case of Turkey 1994-2002”, The Central Bank of the Republic of Turkey, Research Department Working Paper, (February), No: 04/02
  • Lucas, R.E. (1973). “International Evidence on Output–Inflation Tradeoffs”, American Economic Review, 63(3), 326–334. Lütkepohl, H. (1993). Introduction to Multiple Time Series Analysis, 2nd Ed., Springer-Verlag, Berlin- Heidelberg.
  • Lütkepohl, H. ve Poskitt, D.S. (1996). “Specification of Echelon-form VARMA Models”, Journal of Business and Economic Statistics 14(1), 69-79.
  • MacKinnon, J.G. (1991), “Critical Values for Cointegration Tests”, Long-run Economic Relationships: Reading in Cointegration içinde, R.F. Engle and C.W.J. Granger (Ed.), Oxford University Press., 267-276.
  • MacKinnon, J.G. (1996), “Numerical Distribution Functions for Unit Root and Cointegration Tests”, Journal of Applied Econometrics, 11(6), 601-618.
  • Mari, J. – Stoica, P. ve McKelvey, T. (2000). “Vector ARMA Estimation: A Reliable Subspace Approach”, IEEE Transactions on Signal Processing, 48(7), 2092-2104.
  • Mauricio, J.A. (1995). “Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models”, Journal of the American Statistical Association, 90(429), 282-291.
  • Miszler, J. (2003). “Inflation and Relative Price Variability: Evidence from a Cointegration Analysis”, Halle Institute for Economic Research, 4. IWH Workshop in Makroeconometrics 27.11.2003, Donnerstag. (http://www.iwh-halle.de/d/start/News/-workshop_cdr/index.htm)
  • Nath, H.K. (2004). “Inflation and Relative Price Variability: Short-run vs. Long-run”, Economic Letters, 82, 363-369. Parks, R.W. (1978). “Inflation and Relative Price Variability”, Journal of Political Economy, 86 (1), 79–95.
  • Parsley, D.C. (1996). “Inflation and Relative Price Variability in the Short and Long run: New Evidence from the United States”, Journal of Money, Credit and Banking, 28(3), 323–341.
  • Poskitt, D.S. (1992). “Identifcation of Echelon Canonical Forms for Vector Linear Processes Using Least Squares”, The Annals of Statistics 20(1), 195-215.
  • Reinsel, G.C. (1997). Elements of Multivariate Time Series, 2nd Ed., New York: Springer-Verlag.
  • Quenouille, M.H. (1957). The Analysis of Multiple Time Series, London: Charles Griffin Co.
  • Tunnicliffe-Wilson, G. (1973). “The Estimation of Parameters in Multivariate Time Series Models”, Journal of the Royal Statistical Society (Series B), 35(1), 76-85.
  • Tiao, G.C. & Box, G.E.P. (1981). “Modelling Multiple Time Series with Applications”, Journal of the American Statistical Association, 76(376), 802-816.
  • Tiao, G.C. ve Tsay, R. (1989), “Model Specification in Multivariate Time Series (with Discussions)”, Journal of the Royal Statistical Society B 51, 157-213.
  • Tiao, G.C. (2001). “Vector ARMA”, A Course in Time Series Analysis içinde, Ed. Daniel Pena, G.C. Tiao, ve Ruey S. Tsay, New York: John Wiley and Sons. 365-407.
  • Vining, R.D. ve Elwertowski, C.T. (1976). “The Relationship between Relative Prices and the General Price Level”, The American Economic Review, 66(4), 699-708.
  • Yamak, N. (1997). “Türkiye’de Enflasyon – Nispi Fiyat Değişkenliği İlişkisi”, Dokuz Eylül Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 12(2), 31-38.
  • Yamak, N. ve Sivri, U. (1999). “Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği”, Dokuz Eylül Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 1(1), 31-38.
  • Yamak, N. ve Tanrıöver, B. (2006). “Türkiye’de Enflasyon – Nispi Fiyat Değişkenliği İlişkisi”, Ç.Ü. Sosyal Bilimler Enstitüsü Dergisi, 15(2), 369-382.
  • Yamak, R. ve Karahasan, N. (1994). “Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği”, İ.Ü. Sosyal Bilimler Meslek Yüksekokulu, Entegre Dergisi, 1(2), 57-60.
There are 50 citations in total.

Details

Primary Language Turkish
Journal Section Makaleler
Authors

K. Batu Tunay

Publication Date March 17, 2011
Published in Issue Year 2010 Issue: 12

Cite

APA Tunay, K. B. (2011). TÜRKİYE’DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ. Istanbul University Econometrics and Statistics E-Journal(12), 40-64.
AMA Tunay KB. TÜRKİYE’DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ. Istanbul University Econometrics and Statistics e-Journal. March 2011;(12):40-64.
Chicago Tunay, K. Batu. “TÜRKİYE’DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ”. Istanbul University Econometrics and Statistics E-Journal, no. 12 (March 2011): 40-64.
EndNote Tunay KB (March 1, 2011) TÜRKİYE’DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ. Istanbul University Econometrics and Statistics e-Journal 12 40–64.
IEEE K. B. Tunay, “TÜRKİYE’DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ”, Istanbul University Econometrics and Statistics e-Journal, no. 12, pp. 40–64, March 2011.
ISNAD Tunay, K. Batu. “TÜRKİYE’DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ”. Istanbul University Econometrics and Statistics e-Journal 12 (March 2011), 40-64.
JAMA Tunay KB. TÜRKİYE’DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ. Istanbul University Econometrics and Statistics e-Journal. 2011;:40–64.
MLA Tunay, K. Batu. “TÜRKİYE’DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ”. Istanbul University Econometrics and Statistics E-Journal, no. 12, 2011, pp. 40-64.
Vancouver Tunay KB. TÜRKİYE’DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ. Istanbul University Econometrics and Statistics e-Journal. 2011(12):40-64.
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