Econometric Analysis of Import and Inflation Relationship in Turkey between 1995 and 2010

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
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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