Döviz kurunun hane halkı tüketim eğilimi üzerine etkisi: Türkiye örneği
Yükleniyor...
Tarih
2020
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maliye ve Finans Yazıları Yayıncılık
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Çalışma Türkiye’de 2003:01-2019:04 döneminde döviz kuru ile tüketici fiyat endeksi arasındaki ilişkiyi ve ilişkinin ürün gruplarının fiyat hareketleri üzerine etkisini incelemektedir. Etkinin yönü ve derecesi dönemler itibariyle farklılaşmaktadır. Bu nedenle hem tüm dönem, hem de beşer yıllık dönemler analize tabi tutulmuştur. Analiz yöntemi olarak 394 ürün, 12 mal grubu beşer yıllık periyodlarla korelasyon hesabı yapılarak Dolar, Euro ve Sepet kur ile ilişkinin yönü ve derecesi bakımından incelenmiştir. Aynı dönemler için kurlar ile TÜFE ilişkisi ayrıca VAR analizine tabi tutulmuştur. Bu analiz ile etkinin yönü ve kaç dönem devam ettiği saptanmıştır.
In this study, the relationship between the exchange rate and the consumer price index and the effect of the relationship on the price movements of the product groups were examined in Turkey for the period between 2003:01-2019:04. The direction and degree of impact differ in terms of periods. For this reason, both the entire period and the five-year periods are subjected to analysis. The method of analysis as 394 items, 12 commodity groups for the five-years period by calculating correlations with the dollar, euro and currency basket was examined in terms of direction and impact of the relationship is analyzed. For the same periods, the relationship between the exchange rates and the CPI was also analyzed with VAR models. This method helps to determine the direction and the impact of this relationship and also it shows how long the effect lasted.
In this study, the relationship between the exchange rate and the consumer price index and the effect of the relationship on the price movements of the product groups were examined in Turkey for the period between 2003:01-2019:04. The direction and degree of impact differ in terms of periods. For this reason, both the entire period and the five-year periods are subjected to analysis. The method of analysis as 394 items, 12 commodity groups for the five-years period by calculating correlations with the dollar, euro and currency basket was examined in terms of direction and impact of the relationship is analyzed. For the same periods, the relationship between the exchange rates and the CPI was also analyzed with VAR models. This method helps to determine the direction and the impact of this relationship and also it shows how long the effect lasted.
Açıklama
Anahtar Kelimeler
Döviz kuru, TÜFE, Döviz kuru fiyat etkisi, Exchange Rate, CPI, Exchange rate pass-through
Kaynak
Maliye ve Finans Yazıları
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
114
