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Türkiye Ekonomisinde Dışa Açıklık ve Enflasyon İlişkisi Üzerine Ampirik Bir Analiz

An Emprical Analysis on the Relationship between Openness and Inflation in Turkish Economy

Journal Name:

  • Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi

Publication Year:

  • 2013

Key Words:

Keywords (Original Language):

Author NameUniversity of AuthorFaculty of Author
Abstract (2. Language): 
This study investigates the possible relationship between international trade openness and inflation in Turkey. Cointegration and Vector Error Correction Model (VECM) techniques are utilized on quarterly data set covering the period 2000Q1‐2011Q4. The main findings of the paper are as follows: for the Turkish economy, openness to international trade and inflation are cointegrated and have bi‐directional Granger causality relationship. The variables tend to return back to their equilibrium level in the long run, as suggested by the VECM analysis.
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Abstract (Original Language): 
Bu çalışmada, Türkiye’de uluslararası ticarete açıklık derecesi ile enflasyon arasındaki muhtemel ilişki araştırılmıştır. 2000Q1‐2011Q4 arası çeyrek dönemlik veri setine eş‐bütünleme (koentegrasyon) ve Vektör Hata Düzeltme Modeli (VHDM) teknikleri uygulanmıştır. Ulaşılan sonuçlara göre, dışa açıklık ile enflasyon serileri eşbütünleme özelliğine sahiptirler. Değişkenler arasında çift yönlü işleyen bir Grangernedensellik ilişkisi de bulunmaktadır. Vektör Hata Düzeltme Modeli sonuçlarına göre ise, iki değişken arasında kısa dönemde ortaya çıkan sapmalar uzun dönemde ortadan kalkmaktadır. Yani seriler birlikte hareket etmektedirler.
FULL TEXT (PDF): 
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  • Turkish

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