Türkiye’de Bölgesel Enflasyon Yakınsaması: Panel Birim Kök Testlerinden Kanıtlar

Year 2019, , 301 - 323, 24.10.2019

Murat Belke , İbrahim Al

https://doi.org/10.20979/ueyd.601832

Cited By: 5

Abstract

Parasal birlikte yer
alan ülkelerde veya bir ülkedeki bölgeler arasında enflasyonun yakınsaması,
uygulanan iktisat politikalasının başarısını etkiler. Bu çalışmanın amacı, 2004:M1-2019:M6
döneminde Türkiye’nin 26 alt bölgesi arasında enflasyon yakınsaması olup
olmadığını araştırmaktır. Çalışmada, yatay kesit bağımlılığını dikkate alan
ikinci nesil panel birim kök testlerinin yanı sıra, yapısal değişimleri de
dikkate alan Panel KPSS ve Fourier Panel KPSS testleri kullanılmıştır. Bulgular,
hem enflasyon hem de enflasyondan sapma serisi için yakınsama sürecinin bölgeye
göre farklılaştığını göstermektedir. Bu sonuç, bölgesel farklılıkları dikkate alan
iktisat politikası uygulanması gerekliliğini ortaya koymaktadır.

Keywords

Enflasyon Yakınsaması, Para Politikası, Panel Birim Kök Testleri

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