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

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

Keywords:

-,

___

  • 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.
Yönetim ve Ekonomi Dergisi-Cover
  • ISSN: 1302-0064
  • Başlangıç: 1995
  • Yayıncı: Manisa Celal Bayar Üniversitesi