Türkiye gıda enflasyonunun dönemselliklerinin alt gruplar dikkate alınarak incelenmesi

Öz

Bu makale, Ocak 2004 - Haziran 2020 dönemleri için Türkiye aylık gıda enflasyonu zaman serilerindeki gizli periyodiklikleri alt grupları ile ampirik olarak tanımlamaktadır. Dönemsellik, mevsimselliğin ötesinde olan zaman serilerinin gizli döngüleridir. Bu gizli döngülerle başa çıkmak için periodogram tabanlı zaman serisi analizi kullanılır. Ayrıca, gelecekteki enflasyon oranları harmonik regresyon ile tahmin edilmektedir. Bu çalışmanın sonuçları, Türkiye gıda enflasyonunun yaklaşık 2 yıllık döngülere sahip olduğunu ve bunun çoğunlukla gıda ve alkolsüz içecek enflasyonundan kaynaklandığını ortaya koymaktadır.

Anahtar Kelimeler

• Harmonik regresyon
• periodogram
• gıda enflasyonu
• enflasyonun alt grupları
• Türkiye.

Investigating the periodicities of the Turkish food inflation with considering the subgroups

Öz

This paper empirically identifies the hidden periodicities in the time series of monthly food inflation of Turkey with its subgroups for the periods from January, 2004 to June, 2020. Periodicity is the hidden cycles of the time series which is beyond the seasonality. In order to deal with this hidden cycles periodogram based time series analysis is used. Also, future inflation ratios are forecasted by Harmonic regression. The results of this study reveal that food inflation of Turkey has cycles of approximately 2 years which is mostly derived by food and non-alcoholic beverage inflation.

Anahtar Kelimeler

• Harmonic regression
• periodogram
• food inflation
• subgroups of inflation
• Turkey

Kaynakça

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