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

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Abstract (2. Language): 
This study analyzes long-term relation between inflation and relative price variability in Turkey. Vector autoregressive moving average (VARMA) models are used as analyzing methodology. Data base taken into consideration in models are monthly wholesale price index and monthly commodity price indices forming this index between the period 1990:1-2008:12. Findings obtained from VARMA models show that there is a strong positive relationship in the long-term between inflation and relative price variability in Turkey.
Abstract (Original Language): 
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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