Dezenflasyon Sürecinde Türkiye'de Enflasyonun Uzun ve Kısa Dönem Dinamiklerinin Modellenmesi

Öz

“Dezenflasyon Sürecinde Türkiye'de Enflasyonun Uzun ve Kısa Dönem Dinamiklerinin Modellenmesi”

___

Agenor, P.-R. ve A. W. Hoffmaister (1997), Money, Wages and Inflation in Middle-Income Developing Countries, IMF Working Paper, No. WP/97/174.

Akçay, O. C., Alper, C. E. ve Özmucur, S. (2002), Budget Deficit, Inflation, and Debt Sustainability: Evidence from Turkey , 1970 2000. Kibritçio lu, A.L. Rittenberg, and F. Selçuk (der.), Inflation and Disinflation in Turkey içinde, Aldershot, UK ve Burlington, VT: Ashgate, 77 96.

Akyürek, C. (1999), An Empirical Analysis of Post-Liberalization Inflation in Turkey , Yap Kredi Economic Review, 10 (2): 31 53.

Alper, C. E. ve Üçer, M. (1998), Some Observations on Turkish Inflation: A Random Walk Down in the Past Decade , Bo aziçi Journal, 12 (1): 7 38.

Charemza, W. W. ve Deadman, D. F. (1992). New Directions in Econometric Practice, Edward Elgar.

Darrat, A. F. (1997), Domestic and International Sources of Inflation in Some Muslim Countries: An Empirical Inquiry , The Middle East Business and Economic Review, 9 (1): 14 24.

Davidson, J.E.H.; Hendry, D.F.; Syba, F. ve Yeo, S. (1978), Econometric Modelling of the Aggregate Time Series Relationship between Consumers Expenditure and Income in the United Kingdom , Economic Journal, 88: 661-692.

Diboo lu, S. (2002), Inflationary Expectations and the Costs of Disinflation: A Case for Costless Disinflation in Turkey? , Kibritçio lu, A., L. Rittenberg, and F. Selçuk (der.), Inflation and Disinflation in Turkey içinde, Aldershot, UK, and Burlington, VT: Ashgate, 125 38.

Diboo lu, S. ve Kibritçio lu, Aykut (2004), Inflation, Output Growth and Stabilization in Turkey, 1980 2002 , Journal of Economics and Business, 56(1): 43-61.

Dickey, D. A. Ve Fuller, W. A. (1979), Distribution of the Estimators for Autoregressive Time Series with a Unit Root , Journal of the American Statistical Association, 74, 427-431.

Dickey, D. A. ve Fuller, W. A. (1981), "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root", Econometrica, 49, 1057-72.

Dickey, D. A., Jansen, D. W. ve Thornton, D. C. (1991). A Primer on Cointegration with An Application to Money and Income , Review Federal Reserve Bank of ST. Louis, 73 (2), 58-78.

Domaç, lker (2003), Explaining and Forecasting Inflation in Turkey, TCMB Çal ma Tebli i, Temmuz.

Engle, Robert F. ve Granger, Clive, W-J. (1987).

Co-integration and Error Correction:

Representation, Estimation, and Testing , Econometrica, March, 55(2), 251-76.

Erlat, H. (2002), Long Memory in Turkish Inflation Rates , Kibritçio lu, A., L. Rittenberg, and F. Selçuk (der.), Inflation and Disinflation in Turkey içinde, Aldershot, UK, and Burlington, VT: Ashgate, 97 122.

Erol, T. ve Wijnbergen, S. Van (1997), Real Exchange Rate Targeting and Inflation in Turkey: An Empirical Analysis with Policy Credibility , World Development, 25 (10): 1717 30.

Ghali, K. H. (1999), Wage Growth and Inflation Process: A Multivariate Cointegration Approach , Journal of Money, Credit and Banking, 31(3), 417-31.

Granger, Clive W-J. (1981), Some Properties of Time Series Data and Their Use in Econometric Model Specification , Journal of Econometrics, 16, 121-130.

Gordon, R. J. (1982), Price Inertia and Policy Inefectiveness in the United States , Journal of Political Economy, 90, 1087-1117.

--------- (1985), Understanding Inflation in the 1980 s , Brookings Papers on Economic Activity, 85, 263-99.

Hafer, R.W. ve Jansen, D.W. (1991), The Demand for Money in the United States: Evidence from Cointegration Tests , Journal of Money, Credit and Banking, 23(2), 154-168.

Hall, S. G. ve Henry, S. S. B. (1989), Macroeconomic Modelling, Amsterdam (The Netherlands): Elsevier Science Publishers.

nsel, A. (1995), The Relationship between the Inflation Rate and Money Financed Deficit in Turkey: 1977 1993, University of New South Wales, School of Economics, Discussion Paper, No. 95/31.

Johansen, Soren (1988), Statistical Analysis of Cointegration Vectors , Journal of Economic Dynamics and Control, 12 (2/3), 231-54.

--------- (1991), Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models , Econometrica, 59,1551-1580.

---------- (1995), Likelihood-based Inference in Cointegrated Vector Autoregressive Models, Oxford University Press.

---------- ve Juselius, Katarina (1990), Maximum Likelihood Estimation and Inferences on Cointegration: with Applications to Demand for Money , Oxford Bulletin of Economics and Statistics, 52,169-210. Kaykusuz, Murat (2001), Maliyet Enflasyonu ve Türkiye de Maliyet EnflasyonununNedenleri ,http://www.ceterisparibus.net/arsiv/m_kaykusuz2.doc>14.07.04 .

Kibritçio lu, Aykut (1999), Türkiye de Akaryak t Ürünü Fiyat Geli meleri ve Enflasyon: Yeni Bulgular, Tart ma Metinleri, No. 14, Ankara, May s.

---------- (2004), A Short Review of the Long History of Turkish High Inflation, Ankara Üniversitesi Siyasal Bilgiler Fakültesi, Ankara, 5 Nisan.

Lim, C. H. ve Papi, L. (1997), An Econometric Analysis of the Determinants of Inflation in Turkey, IMF Working Paper No. WP/97/170.

Manning, L. M. ve Adriacanos, D. (1993), "Dollar Movements and Inflation: a Cointegration Analysis", Applied Economics, 25, 1483-1488.

Mehra, Yash P. (1991), Wage Growth and the Inflation Process: An Empirical Note , American Economic Review, 81(4), 931-37, September.

Osterwald-Lenum, M., (1992), A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Statistics , Oxford Bulletin of Economics and Statistics, 54, 446-472.

Öni , Z. ve Özmucur, S. (1990), Exchange Rates, Inflation and Money Supply in Turkey: Testing the Vicious Circle Hypothesis , Journal of Development Economics, 32 (1): 133 54.

Selçuk, F. (2004), The Policy Challenge at Floating Exchange Rates: Turkey s Recent Experience. Ankara: Bilkent University, manuscript.

Selçuk, F. ve Ard ç, O. P. (2004), Learning to Live with the Float: Turkey s Experience 2001-2003, F. Columbus (ed.), Contemporary Issues in International Finance, New York, NY: Nova Science Pub.

ahinbeyo lu, G. (2001), Monetary Transmission Mechanism: A View from a High Inflationary Environment, The Central Bank of the Republic of Turkey, Research Department Working Paper, No. 1.

Thomas, R. L. (1993), Introductory Econometrics: Theory and Applications. 2nd edition, Longman.

Uygur, E. (1992), Price, Output and Investment Decisions of Firms: An Explanation of Inflation and Growth in Turkish Industry, Ersel, H. (ed.), Price Dynamics içinde, The Central Bank of the Republic of Turkey, Ankara.

Yeldan, E. (1993), Conflicting Interests and Structural Inflation: Turkey, 1980 90 , The Pakistan Development Review, 32 (3): 303 27.