Türkiye'de toplam talep ve arz şoklarının çıktı ve enflasyon üzerindeki etkileri, 1987-2009

Bu çalışmada Türkiye’ de toplam talep ve arz şoklarının çıktı ve enflasyon üzerindeki etkileri, 1987:1- 2009:3 döneminde, yapısal VAR (SVAR) tekniği kullanılarak incelenmiştir. Bu çalışmanın sonuçları Türkiye’de arz şoklarının çıktı üzerindeki etkisinin nispeten daha baskın olmasına rağmen talep şoklarının da çıktı üzerinde dikkate değer bir etkiye sahip olduğunu göstermektedir. Ayrıca çalışmanın en önemli bulgularından birisi de arz ve talep şokları arasındaki yüksek korelasyondur. Bu bulgular politika uygulamaları açısından önem taşımaktadır.

The effects of aggregate demand and supply shocks on output and inflation in Turkey, 1987-2009

In this study the effects of aggregate demand and supply shocks on output and inflation in Turkey is investigated by structural VAR (SVAR) technique for 1987:1-2009:3 period. The results show that aggregate demand shocks have a considerable effect on output in Turkey although aggregate supply shocks have a relatively dominant effect on output. Furthermore one of the most important findings of this study is that aggregate demand and supply shocks are highly correlated in Turkey. These findings have important policy implications for Turkey.

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