Ulaştırma Enflasyonu ile Petrol Fiyatları ve Döviz Kurları Arasındaki Nedensellik İlişkisi

Year 2023, Volume: 10 Issue: 1, 245 - 260, 30.01.2023

Tacinur Akça

https://doi.org/10.26650/JEPR1217835

Abstract

Bu çalışmanın amacı Türkiye’de 2010 ve 2022 döneminde petrol fiyatlarının ve döviz kurunun ulaştırma sektörü enflasyonu üzerindeki etkisini incelemektir. Analiz yöntemi olarak Toda-Yamamoto ve BreitungCandelon frekans alanı nedensellik testi kullanılmıştır. Analizde kullanılan değişkenler ulaştırma hizmetleri fiyat endeksi, Avrupa brent petrol fiyatları ve dolar kuru kullanılmıştır. Toda-Yamamoto test sonuçlarında uzun dönemde petrol fiyatlarından ve dolar kurundan ulaşım fiyatlarına doğru tek yönlü bir nedensellik ilişkisi tespit edilmiştir. Breitung and Candelon test sonuçlarında ise hem petrol fiyatlarından hem de dolar kurundan ulaştırma fiyatlarına doğru kısa, orta ve uzun vadede geçici ve kalıcı etkiler tespit edilmiştir. Sonuçlar genel olarak değerlendirildiğinde enerji fiyatları ve döviz kuru artışları ulaşım sektöründe enflasyona neden olmaktadır. Ulaşımın üretim ve tüketim kanalında önemli bir maliyet unsuru olan enerji tüketiminin azaltılması hem ithalatı düşürücü etki yaparken hem de dövize olan ihtiyacı azaltacak diğer yandan ulaşım sektöründe fiyatları düşürücü etki yapacaktır.

Keywords

Ulaştırma Fiyatları, Enflasyon, Petrol Fiyatları, Döviz Kuru, Frekans Alanda Nedensellik

Causal Relationship Between Transport Inflation with Oil Prices and Exchange Rates

Abstract

The aim of this study is to examine the effects of oil prices and exchange rates on the inflation of the transportation sector between the years 2010 and 2022. The Toda-Yamamoto and Breitung- Candelon frequency domain causality test were employed as the methodologies for analysis. The variables used in the analysis are: the transportation services price index, European Brent oil prices, and dollar rate. In terms of the TodaYamamoto test results, a unidirectional causality relationship was found from oil prices and dollar rates to transportation prices over time. In terms of the Breitung and Candelon test results, short, medium, and long-term effects, both temporary and permanent, were determined from both oil prices and dollar exchange rates to transportation prices. When the results are evaluated in general, increases in energy prices and exchange rates cause inflation in the transportation sector. Reducing energy consumption, which is an important cost factor in the production and consumption channel of transportation, will not only reduce imports, but also reduce the need for foreign currency, while reducing prices in the transportation sector.

Keywords

Transportation Prices, Inflation, Oil Prices, Exchange Rate, Frequency Domain Causality

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