Türkiye'de Enflasyon - Büyüme İlişkisi : Zaman Serisi Analizi

Yıl 2003, Cilt: 4 Sayı: 2, 247 - 255, 01.07.2003

Orhan Karaca

Öz

Bu çalışmada Türkiye'deki enflasyon-büyüme ilişkisi, zaman serisi analiziyle, 1987-2002 dönemi üçer aylık verileri kullanılarak araştırılmıştır. Granger nedensellik analiziyle, enflasyondan büyümeye doğru tek yönlü nedensellik tespit edilmiştir. Yapılan regresyon analizi ise enflasyonun büyümeyi negatif etkilediğini göstermiştir. Örnek döneminde enflasyondaki her 1 puanlık artışın büyüme oranını 0.37 puan düşürdüğü bulunmuştur.

Anahtar Kelimeler

Enflasyon, Büyüme, Zaman Serisi Analizi, Türkiye Ekonomisi

INFLATION - GROWTH RELATIONSHIP IN TURKEY : TIME SERIES ANALYSIS

Öz

The relationship between inflation and growth in Turkey is examined in this paper with time series analysis using quarterly data related to 1987-2002 period. A unidirectional casuality runs from inflation to growth within the Granger casuality analysis. The regression analysis we have made points out that inflation effects growth negatively. Every 1 point increase in inflation is found to decrease growth rate by 0.37 points during the examined period

Anahtar Kelimeler

Inflation, growth, time series analysis, Turkish economy

Kaynakça

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