TY  - JOUR
TT  - AN ECONOMETRIC ANALYSIS TO DETERMINE THE SOURCE OF INFLATION IN TURKEY
AU  - Taban, Sami
AU  - Şengür, Mehmet
PY  - 2016
DA  - June
JF  - Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
PB  - Erciyes Üniversitesi
WT  - DergiPark
SN  - 1301-3688
SP  - 47
EP  - 64
VL  - 0
IS  - 47
KW  - Talep Enflasyonu
KW  - Maliyet Enflasyonu
KW  - VAR Analizi.
N2  - In this study, the source of inflation in Turkey are tried to determine using econometric test methods. For this purpose, monthly nominal interest rates, CPI and PPI inflation rates series are used for the period 2003:2-2014:12. Relations between variables are analyzed with VAR block granger causality, impulse response and variance decomposition methods. According to test results, there is no relation found from the interest rates to the CPI inflation rates. This result indicates that the source of inflation is not demand side in Turkey. However, although there is a statistical relation from the PPI inflation to CPI inflation, the factors, which are affecting production costs, have effective to increase CPI inflation except interest rates. In other words, in Turkey, the costs are more responsible from the source of inflation compared to demand during the investigation period.
UR  - https://dergipark.org.tr/tr/pub/erciyesiibd/article/297421
L1  - https://dergipark.org.tr/tr/download/article-file/282804
ER  -