Türkiye ve Dünya Gıda Fiyatları İlişkisi: Dinamik Korelasyon ve Dinamik Regresyon Analizi

Muhammed Veysel Kaya; Şeyda Yıldız Ertuğrul

doi:10.17233/sosyoekonomi.2024.03.19

Araştırma Makalesi

The Relationship between Türkiye’s and World Food Prices: Dynamic Correlation and Dynamic Regression Analysis

Yıl 2024, Cilt: 32 Sayı: 61, 413 - 426, 30.07.2024

Muhammed Veysel Kaya Şeyda Yıldız Ertuğrul

https://doi.org/10.17233/sosyoekonomi.2024.03.19

Öz

The study employed a rigorous methodology to analyse the relationship between Türkiye’s and international food prices. Monthly data from 2005.1 to 2023.3 was used. Initially, the linearity of the series was examined, and upon discovering its nonlinear properties, the study was completed with nonlinear time series models. The applied analysis examined the dynamic correlation between Türkiye’s and world food prices using the DCC-GARCH method. This was followed by using MSR and Kalman filter models for dynamic regression analysis, providing a comprehensive understanding of the relationship.

Anahtar Kelimeler

CPI, Food Price, Consumption

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