TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ

DEMİRÖZ, Dündar Murat; Kucukefe, Bige

TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ

Bige KÜÇÜKEFE, (Namık Kemal Üniversitesi, Marmara Ereğlisi Meslek Yüksek Okulu, Muhasebe ve Vergi Uygulamaları Bölümü, Tekirdağ, Türkiye)

Dündar Murat DEMİRÖZ (İstanbul Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Uluslararası İktisat Bölümü, İstanbul, Türkiye)

Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi

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Yıl: 2018 Cilt: 36 Sayı: 4 Sayfa Aralığı: 75 - 94 Metin Dili: Türkçe İndeks Tarihi: 12-06-2019

TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ

Öz:

Fiyatların ve ücretlerin katı olduğuvarsayımı üzerine inşa edilmiş olanYeni Keynesyen iktisat teorisine görepara nötr değildir ve parasalgenişleme ekonomide reel sonuçlarüretir. Her ne kadar toplulaştırılmış veriler fiyatkatılığı varsayımını desteklese de, mikro verilerincelendiğinde fiyatların geleneksel olarakvarsayılandan çok daha değişken olduğugörülmüştür. Makro ve mikro veriler arasındaki buuyumsuzluğu açıklamak için, bir FAVAR modeli(Bernanke, Boivin ve Eliasz, 2005) geliştirilmiş vefiyat değişimlerinde sektöre özgü ve ortakbileşenlerin payı 2005: 01-2014: 12 ekonomikverileri kullanılarak hesaplanmıştır. Yapılananalizde, toplulaştırılmamış verilerde fiyatlardakiaylık değişimlerin büyük bir kısmının sektöre özgüetkenlerden kaynaklandığı görülmüştür. AyrıcaTÜFE enflasyonunun kalıcılığının büyük ölçüdemakroekonomik etkenlerden kaynaklandığısonucuna varılmıştır.

Anahtar Kelime:

Konular: İşletme İktisat

AN ANALYSIS OF PRICE RIGITIY IN TURKEY BY FAVAR MODEL

Öz:

According to the New Keynesian economic theory, built on the assumption that prices and wages are sticky, the money is not neutral and the monetary expansion generates real results in the economy. Despite the aggregate data supporting the sticky prices assumption, microdata indicates that disaggregated prices change much faster than conventionally assumed. To explain the disagreement between macro and microdata, A FAVAR model (Bernanke, Boivin ve Eliasz, 2005) is developed and the common and sector-specific components of Turkish economy from 2005: 01 to 2014: 12 is computed. The analysis reveals that the most of the monthly changes in prices in disaggregated data are due to sector-specific factors. Moreover, the persistence of the TÜFE inflation is largely due to macroeconomic factors.

Anahtar Kelime:

Konular: İşletme İktisat

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	Kucukefe B, DEMİRÖZ D (2018). TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. , 75 - 94.
Chicago	Kucukefe Bige,DEMİRÖZ Dündar Murat TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. (2018): 75 - 94.
MLA	Kucukefe Bige,DEMİRÖZ Dündar Murat TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. , 2018, ss.75 - 94.
AMA	Kucukefe B,DEMİRÖZ D TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. . 2018; 75 - 94.
Vancouver	Kucukefe B,DEMİRÖZ D TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. . 2018; 75 - 94.
IEEE	Kucukefe B,DEMİRÖZ D "TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ." , ss.75 - 94, 2018.
ISNAD	Kucukefe, Bige - DEMİRÖZ, Dündar Murat. "TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ". (2018), 75-94.

APA	Kucukefe B, DEMİRÖZ D (2018). TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 36(4), 75 - 94.
Chicago	Kucukefe Bige,DEMİRÖZ Dündar Murat TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 36, no.4 (2018): 75 - 94.
MLA	Kucukefe Bige,DEMİRÖZ Dündar Murat TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol.36, no.4, 2018, ss.75 - 94.
AMA	Kucukefe B,DEMİRÖZ D TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2018; 36(4): 75 - 94.
Vancouver	Kucukefe B,DEMİRÖZ D TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2018; 36(4): 75 - 94.
IEEE	Kucukefe B,DEMİRÖZ D "TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ." Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 36, ss.75 - 94, 2018.
ISNAD	Kucukefe, Bige - DEMİRÖZ, Dündar Murat. "TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİ". Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 36/4 (2018), 75-94.