Starma Modeling and Estimation of Province-Based Inflation in Turkey

Öz

In this study, Turkey's province-based inflation is estimated by space-time autoregressive moving average (STARMA) models. Study also aims to introduce STARMA models as efficient econometrical estimation tools for the analysis of geographical based economic variables. Findings obtained shows us that statistically significance level and explanatory power of model are both expressively high. Consequently, this model can be used for forecasting of province-based inflation. Thus, political authorities can easily forecast inflation and thereby take necessary measures to cope with both province-based and country-wide inflation. As a result of these, success of executed policies will undoubtedly increase.

 

Anahtar Kelimeler

• Inflation,spatial dependence,STARMA models

TÜRKİYE’DE İLLER TEMELİNDE ENFLASYONUN UZABHO MODELLEMESİ VE TAHMİNİ

Öz

Bu çalışmada Türkiye’de farklı iller temelinde enflasyonun uzay-zaman ardışık bağlanım hareketli ortalama (UZABHO) modelleriyle tahmini yapılmaktadır. Coğrafi temelli ekonomik değişkenlerin analiz edilmesinde etkin bir ekonometrik tahmin aracı olarak UZABHO modellerinin tanıtılması da amaçlanmaktadır. Elde edilen sonuçlar gerek istatistik anlamlılık gerekse açıklayıcı güçleri açısından son derece başarılıdır. Sonuçların başarısına bakılarak, söz konusu modelin bölgesel enflasyonun öngörüsünün yapılmasında başarıyla kullanılabileceği rahatlıkla söylenebilir. Böylelikle, politika yapanlar ülke genelinde olduğu gibi bölgesel düzeyde de enflasyonu öngörebilecek, bölgeye özel tedbirler alınabilecek ve uygulanacak politikaların başarı şansı da kuşkusuz artacaktır.

Anahtar Kelimeler

• Enflasyon,uzaysal bağlılık,UZABHO modelleri

Kaynakça

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