文章基本信息

标题：Inflation and Inflation Uncertainty in Turkey: Kalman Filter Approach
其他标题：Türkiye’de Enflasyon ve Enflasyon Belirsizliği: Kalman Filtre Yaklaşımı
本地全文：下载
作者：Havvanur Feyza ERDEM ; Havvanur Feyza ERDEM ; Rahmi YAMAK 等
期刊名称：Çukurova Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
印刷版ISSN：1300-3747
出版年度：2013
卷号：17
期号：2
页码：65-80
语种：English
出版社：Çukurova University
摘要：In the economic literature, the discussion that expressed “inflation increases inflation uncertainty”, starting by Okun (1971) and resuming as Friedman - Ball Hypothesis, has created new discussions about the degree and the direction of the relationship between both variables. In this study, the relationship of causality between inflation and inflation uncertainty was investigated in the context of discussions in the literature, using alternative methods to get inflation uncertainty. The data used in the study are monthly and cover the period of 1980-2012 for Turkey’s economy. In this study, to get inflation uncertainty, the optimal ARIMA model was estimated by using Kalman Filter analysis technique. The relationship between inflation and inflation uncertainty was tested by using modern time-series analysises.
其他摘要：Ekonomi literatüründe, Okun (1971) ile başlayan ve Friedman-Ball hipotezi olarak devam eden “enflasyon enflasyon belirsizliğini arttırmaktadır.” şeklindeki tartışma, iki değişken arasındaki ilişkinin yönü ve derecesi hakkında yeni tartışmaları beraberinde
关键词：Inflation;Inflation Uncertainty;Kalman Filter Analysis
其他关键词：Enflasyon;Enflasyon Belirsizliği;Kalman Filtre Analizi