TÜRKİYE’DE ENFLASYON SÜREKLİLİĞİNİN ABKBHO MODELLERİYLE ANALİZİ

Year 2009, Volume: 8 Issue: 31, 249 - 257, 10.01.2009

K. Batu Tunay

https://doi.org/10.14783/maruoneri.677658

Cited By: 3

Abstract

Politika yapıcılar, ekonomik şokların gelecekte ekonomiyi nasıl etkileyeceğini tahmin etmek isterler. Bu tür şoklar zaman içinde süreklilik gösterebilir. Şokların enflasyon üzerinde süreklilik etkilerinin düzeyi, enflasyonun zaman serisi özelliklerine bağlıdır. Süreklilik enflasyonun önemli bir istatistiksel özelliğidir ve cari enflasyonun kendi geçmiş değerlerinden etkilenmesini ifade eder. Enflasyon sürekliliği, parametrik, parametrik olmayan ve yapısal istatistiksel yöntemlerle analiz edilebilir. Bu çalışmada, Türkiye’deki enflasyon sürekliliği olgusu parametrik bir yöntem olan ABKBHO modeliyle analiz edilmektedir. Elde edilen bulgular zayıf bir enflasyon sürekliliği süreci olduğunu göstermektedir. Bu sonuçlar son dönemdeki açık enflasyon hedeflemesi sürecinin başarısının bir kanıtı olabilir.

Keywords

Enflasyon Sürekliliği, Açık Enflasyon Hedeflemesi, ABKBHO Modelleri, Etki-Tepki Fonksiyonları

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