文章基本信息

标题：Inflation Targeting and Inflation Forecasting in Turkey
其他标题：Türkiye’de Enflasyon Hedeflemesi ve Enflasyonun Öngörüsü
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作者：Erginbay UĞURLU ; UBedriye SARAÇOĞLU
期刊名称：Dokuz Eylül Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
印刷版ISSN：1302-504X
电子版ISSN：2147-7973
出版年度：2010
卷号：25
期号：2
语种：English
出版社：Dokuz Eylül University
摘要：The Reserve Bank of New Zealand was the first central bank that adopted formal Inflation Targeting in 1990, then others followed it. During the years 2002-2006, Central Bank of the Republic of Turkey (CBRT) has implemented Implicit Inflation Targeting and at the beginning of 2006 formally moved onto an Inflation Targeting. This paper investigates forecasts of Turkey inflation in the coming three-month horizon using 2003:01-2008:02 monthly data. For this purpose;this paper uses Naive Model, Exponential Smoothing Model and ARIMA Model. The findings suggest that ARIMA model have best in sample performance. Forecasted values show that inflation increases in third and fourth month of 2008 but decreases in fifth month.
其他摘要：Yeni Zelanda Merkez Bankası 1990’da enflasyon hedeflemesini benimseyen ilk Merkez Bankası oldu ve ardından diğerleri onu izledi. Türkiye Cumhuriyet Merkez Bankası (TCMB) 2002–2006 süresince "Örtük Enflasyon Hedeflemesi” uyguladı ve 2006 yılı başında "Açık
关键词：Forecasting;ARIMA;Exponential Smoothing;Inflation Targeting
其他关键词：Öngörü;ARIMA;Üssel Düzeltme;Enflasyon Hedeflemesi