Türkiye'de Döviz Kurunun Enflasyonist Etkileri

Yıl 2008, Cilt: 13 Sayı: 2, 187 - 202, 01.06.2008

  Osman Peker Şakir Görmüş

Öz

Anahtar Kelimeler

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TÜRKİYE’DE DÖVİZ KURUNUN ENFLASYONİST ETKİLERİ

Öz

Bu çalışmanın amacı, vektör otoregresif (vector autoregression: VAR) yöntemi yardımıyla Türkiye’de döviz kuru değişkenliğinin fiyatlar üzerindeki geçiş etkisini analiz etmektir. Ampirik kanıtlara göre, döviz kuru şokları orta ve uzun dönemde fiyatların tahmin hata varyansının yaklaşık %72’ini açıklar. Bu yüzden, döviz kuru ulusal enflasyonun tahmin hata varyansının önemli bir kaynağıdır

Anahtar Kelimeler

Enflasyon, döviz kuru, vectörotoregresiv (VAR) analizi, Türkiye

Kaynakça

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