TÜRKİYE'DE ENFLASYON VE NİSPİ FİYAT DEĞİŞKENLİĞİ İLİŞKİSİ: VABHO MODELLERİYLE UZUN DÖNEM ANALİZİ

Bu çalışmada Türkiye'de enflasyon ile nispi fiyat değişkenliği arasındaki uzun dönemli ilişki analiz edilmektedir. Analizlerde, 1990:1-2008:12 dönemi aylık toptan eşya fiyatları endeksi ve bu endeksi oluşturan mal endeksleri kullanılmıştır. Analiz yöntemi olarak vektör ardışık bağlanımlı hareketli ortalama (VABHO) modellerinden yararlanılmıştır. Elde edilen bulgular, Türkiye'de enflasyonla nispi fiyat değişkenliği arasında uzun dönemde de güçlü pozitif bir ilişki olduğunu ortaya koymaktadır.

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