DSpace Arşivi :: by Yazar "Al Fahim, Abdulrahman Nabil Hussein" değerine göre listeleniyor

Listeleniyor 1 - 1 / 1

The effect of interest rate on the inflation in Turkiye for 2001-2023 / Faizin enflasyon üzerindeki etkisi: Türkiye örneği (2001-2023)
(Istanbul Gelisim University Institute of Graduate Studies, 2024) Al Fahim, Abdulrahman Nabil Hussein
This research offers a thorough examination of the relationship between interest rates and inflation in the Turkish economy from 2001 to 2023. The investigation was done using monthly data, with the dependent variable being inflation and the independent variables being money supply, real effective exchange rate, and overnight rate. The study uses a thorough unit root test and correlogram analysis to determine whether the variables are stationarity. The Autoregressive Distributed Lag (ARDL) model is used to uncover co-integration relationships between these vital economic parameters, shedding light on their long-term interactions. Furthermore, the model undergoes thorough assessments for validity and stability, ensuring the robustness of its application. The study supports the presence of a long-run equilibrium relationship between the variables based on the Error Correction Model (ECM). The coefficients produced from the ECM demonstrate the positive impact of the Overnight Rate and the lagged CPI on the dependent variable, highlighting their significance.