Enflasyon ve Enflasyon Belirsizliği İlişkisiyle İlgili G7 Ekonomileri Üzerine Bir İnceleme
Yazarlar (1)
Doç. Dr. Hüseyin Levent KORAP Kastamonu Üniversitesi, Türkiye
| Makale Türü |
Özgün Makale
(Ulusal alan endekslerinde (TR Dizin, ULAKBİM) yayınlanan tam makale)
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| Dergi Adı | Gaziantep Üniversitesi Sosyal Bilimler Dergisi | ||
| Dergi ISSN | 1303-0094 | ||
| Dergi Tarandığı Indeksler | EBSCO, ULAKBİM | ||
| Makale Dili | Türkçe | Basım Tarihi | 01-2009 |
| Cilt / Sayı / Sayfa | 8 / 2 / 503–523 | DOI | – |
| Makale Linki | https://dergipark.org.tr/tr/pub/jss/issue/24261/257174 | ||
| UAK Araştırma Alanları |
Enflasyon
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| Özet |
| In this paper the causality/precedence relationship between inflation and inflation uncertainty has been tried to be examined for the G7 countries with monthly frequency observations in the 1973M1–2008M09 period. In light of the proxy obtained for the inflation uncertainty data using contemporaneous exponential generalized autoregressive conditional heteroskedasticity (EGARCH) methods, the Granger causality tests indicate that supporting the arguments put forward by Friedman-Ball hypotheses, inflation is the Granger-cause of the inflation uncertainty considering a positive relationship. However, no clear-cut evidence for the positive causality running from inflationary uncertainty to inflation explained mainly by Cukierman-Meltzer hypotheses can be found for all the G7 countries in the sense |
| Anahtar Kelimeler |
