TÜRKİYE EKONOMİSİNDE ENFLASYON VE REEL MİLLİ GELİR ARASINDAKİ ÇEVRİMSELLİK İLİŞKİSİ ÜZERİNE BİR İNCELEME

Yıl 2009, Cilt: 23 Sayı: 4, 149 - 160, 12.08.2010

Cem Saatçioğlu Levent Korap

Öz

Çalışmamızda reel gelir ve enflasyon arasındaki çevrimsellik
özellikleri bazı çağdaş filtreleme yöntemleri kullanılarak Türkiye ekonomisi
koşullarında incelenmeye çalışılmaktadır. 1987Q1-2007Q2 inceleme dönemi
için elde ettiğimiz bulgular, çevrimsel reel gelir bileşeninin iş-çevrimi
dalgalanmalarının kalıcılığını yansıtabilecek şekilde güçlü ve pozitif bir ardışık
bağımlılık gösterdiğini, reel çıktının oldukça yüksek bir oynaklık (volatility)
derecesine sahip olduğunu ve aynı zamanda enflasyon ile reel gelir arasındaki
ters-çevrimsel bir ilişkinin bulunduğunu göstermiştir. Sonuç olarak, Türkiye
ekonomisi koşullarında reel gelirde gözlenen çevrimsel-temelli dalgalanmaların
ekonominin maruz kaldığı arz-temelli bazı şoklar yüzünden meydana gelmiş
olabileceği şeklinde bir çıkarsamaya ulaşılmıştır.

Anahtar Kelimeler

İş-Çevrimleri, Filtreleme, Reel Gelir, Enflasyon, Ters-Çevrimsel Fiyatlar, Arz-Yanlı Modeller, Türkiye Ekonomisi

Kaynakça

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