Türkiye'de Enflasyon - Büyüme İlişkisi : Zaman Serisi Analizi
Bu çalışmada Türkiye'deki enflasyon-büyüme ilişkisi, zaman serisi analiziyle, 1987-2002 dönemi üçer aylık verileri kullanılarak araştırılmıştır. Granger nedensellik analiziyle, enflasyondan büyümeye doğru tek yönlü nedensellik tespit edilmiştir. Yapılan regresyon analizi ise enflasyonun büyümeyi negatif etkilediğini göstermiştir. Örnek döneminde enflasyondaki her 1 puanlık artışın büyüme oranını 0.37 puan düşürdüğü bulunmuştur.
Anahtar Kelimeler:
Enflasyon, Büyüme, Zaman Serisi Analizi, Türkiye Ekonomisi
INFLATION - GROWTH RELATIONSHIP IN TURKEY : TIME SERIES ANALYSIS
The relationship between inflation and growth in Turkey is examined in this paper with time series analysis using quarterly data related to 1987-2002 period. A unidirectional casuality runs from inflation to growth within the Granger casuality analysis. The regression analysis we have made points out that inflation effects growth negatively. Every 1 point increase in inflation is found to decrease growth rate by 0.37 points during the examined period
Keywords:
Inflation, growth, time series analysis, Turkish economy,
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- ISSN: 1302-6739
- Yayın Aralığı: Yılda 2 Sayı
- Başlangıç: 2000
- Yayıncı: Doğuş Üniversitesi