Ulke, Volkan and ERGÜN, Uğur (2011) Econometric Analysis of Import and Inflation Relationship in Turkey between 1995 and 2010. Journal of Economic and Social Studies, 1 (2). pp. 69-86. ISSN 1986 – 8502
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Abstract
In economics, the relation between import volume and inflation rate has been discussed several times for different countries. This study investigates the relationship between inflation and import volume by using monthly time series data for the Turkish economy over the period 1995-2010. The study applies a number of econometric techniques: Augmented Dickey-Fuller unit root test, univariate cointegration test, error correction model, and Granger causality test. The results of this dissertation show that there is long term and short term co-integration relation between inflation and import volume. Indeed, there is one-way Granger-causality from import to inflation.
| Item Type: | Article |
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| Uncontrolled Keywords: | Import, Inflation, Cointegration, Granger Causality |
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HB Economic Theory H Social Sciences > HG Finance |
| Depositing User: | Mr. Ibrahim Kinal |
| Date Deposited: | 25 Jun 2012 08:30 |
| Last Modified: | 25 Jun 2012 08:30 |
| URI: | http://eprints.ibu.edu.ba/id/eprint/1068 |
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