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Bu çalışmada, Türkiye’deki döviz kuru ve enflasyon ilişkisi zaman serileri analiziyle 2003:Q1–2017:Q3 dönemi üçer aylık veriler kullanılarak araştırılmıştır. Çalışmada VAR analizi yapılarak etki-tepki fonksiyonları, varyans ayrıştırması ve Granger nedensellik testi analizi yapılmıştır. Granger nedensellik analizinden elde edilen bulgulara göre, reel efektif döviz kurundan enflasyona doğru tek yönlü nedensellik ilişkisinin olduğu, tespit edilmiştir. Ayrıca enflasyondan ekonomik büyümeye doğru tek yönlü nedensellik ilişkisinin olduğu belirlenmiştir.
In this study, the exchange rate and inflation relationship in Turkey was studied using three-month data for the 2003:Q1-2017:Q3 period with time series analysis. The study conducted VAR analysis of the influence-track functions, variance separation and Granger causality test analysis. According to the findings obtained from the Granger causality analysis, it has been found that there is a one-way causality relationship from the actual effective currency to inflation. It has also been determined that there is a one-way causal relationship from inflation to economic growth.
In this study, the relationship among the exchange rates, and inflation in Turkey is examined with time series analysis by using quarterly period data of 2003:Q1–2017:Q3. In this study, it is obtained Impulse-Response Functions, Variance Decomposition and analysis of Granger Casuality test by using VAR analysis. Acording to the results that is derived from Granger Casuality analysis, while it is found one way causality relation from real effective exchange rate to inflation,.
Field : Sosyal, Beşeri ve İdari Bilimler
Journal Type : Ulusal
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