{"id":6522,"date":"2026-04-17T20:14:09","date_gmt":"2026-04-17T17:14:09","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=6522"},"modified":"2026-04-24T00:08:12","modified_gmt":"2026-04-23T21:08:12","slug":"the-asymmetric-causality-relationship-between-exchange-rate-inflation-and-interest-rates-in-turkiye","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/the-asymmetric-causality-relationship-between-exchange-rate-inflation-and-interest-rates-in-turkiye","title":{"rendered":"T\u00fcrkiye\u2019de D\u00f6viz Kuru, Enflasyon ve Faiz Aras\u0131ndaki Asimetrik Nedensellik \u0130li\u015fkisi"},"content":{"rendered":"

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Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nT\u00fcrkiye\u2019de D\u00f6viz Kuru, Enflasyon ve Faiz Aras\u0131ndaki Asimetrik Nedensellik \u0130li\u015fkisi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nH\u00fcseyin Y\u0131lmaz<\/td>\n<\/tr>\n
Cilt:<\/td>\n17<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n2<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2026<\/td>\n<\/tr>\n
Sayfa:<\/td>\n221-245<\/td>\n<\/tr>\n
ISSN:<\/td>\n2619-9491<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2026.496<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fma, Ocak 2005-Haziran 2025 d\u00f6neminde T\u00fcrkiye\u2019de faiz, enflasyon ve d\u00f6viz kuru aras\u0131ndaki ili\u015fkileri ampirik olarak incelemektedir. \u00c7al\u0131\u015fmada; enflasyonun g\u00f6stergesi olarak T\u00dcFE\u2019nin ayl\u0131k art\u0131\u015f oran\u0131, faizin g\u00f6stergesi olarak politika faizi ve d\u00f6viz kuru de\u011fi\u015fkeni olarak ABD Dolar\u0131 kullan\u0131lm\u0131\u015ft\u0131r. Analizlerde Hacker\u2013Hatemi J simetrik ve Hatemi J asimetrik nedensellik testleri kullan\u0131lm\u0131\u015ft\u0131r. \u00dc\u00e7 de\u011fi\u015fkenli VAR sistemi \u00e7er\u00e7evesinde elde edilen simetrik nedensellik bulgular\u0131, d\u00f6viz kuru ile faiz oran\u0131 aras\u0131nda kar\u015f\u0131l\u0131kl\u0131 ve g\u00fc\u00e7l\u00fc, d\u00f6viz kurundan enflasyona do\u011fru g\u00fc\u00e7l\u00fc ve enflasyondan faiz oran\u0131na do\u011fru ise istatistiksel olarak zay\u0131f bir nedenselli\u011fin varl\u0131\u011f\u0131n\u0131 ortaya koymaktad\u0131r. Asimetrik nedensellik analiz sonu\u00e7lar\u0131 ise ili\u015fkinin do\u011frusal olmad\u0131\u011f\u0131n\u0131 ve \u015foklar\u0131n y\u00f6n\u00fcne ba\u011fl\u0131 olarak farkl\u0131la\u015ft\u0131\u011f\u0131n\u0131 g\u00f6stermektedir. \u00d6zellikle faiz oran\u0131ndaki negatif \u015foklar\u0131n enflasyonu art\u0131rd\u0131\u011f\u0131, enflasyondaki negatif \u015foklar\u0131n ise faizi y\u00fckseltti\u011fi belirlenmi\u015ftir. Ayr\u0131ca, asimetrik genelle\u015ftirilmi\u015f etki-tepki analizleri (AGIRF), \u00f6zellikle d\u00f6viz kuru ve enflasyon \u015foklar\u0131n\u0131n faiz dinamikleri \u00fczerinde y\u00f6n-ba\u011f\u0131ml\u0131 ve kal\u0131c\u0131 etkiler yaratt\u0131\u011f\u0131n\u0131 g\u00f6stermektedir. Bulgular, T\u00fcrkiye ekonomisinde para politikas\u0131 aktar\u0131m mekanizmas\u0131n\u0131n do\u011frusal olmayan yap\u0131s\u0131n\u0131 ortaya koymakta ve politika tasar\u0131m\u0131n\u0131n bu asimetrik dinamikleri dikkate alan b\u00fct\u00fcnc\u00fcl bir \u00e7er\u00e7evede y\u00fcr\u00fct\u00fclmesi gerekti\u011fini g\u00f6stermektedir.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nFaiz, Enflasyon, D\u00f6viz Kuru, Nedensellik Testleri<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nE31, E43, F31, C32<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: T\u00fcrkiye\u2019de D\u00f6viz Kuru, Enflasyon ve Faiz Aras\u0131ndaki Asimetrik Nedensellik \u0130li\u015fkisi Yazar(lar): H\u00fcseyin Y\u0131lmaz Cilt: 17 Say\u0131: 2 Y\u0131l: 2026 Sayfa: 221-245 ISSN: 2619-9491 DOI Numaras\u0131: 10.20409\/berj.2026.496 \u00d6z Bu \u00e7al\u0131\u015fma, Ocak 2005-Haziran 2025 d\u00f6neminde T\u00fcrkiye\u2019de faiz, enflasyon ve d\u00f6viz kuru aras\u0131ndaki ili\u015fkileri ampirik olarak incelemektedir. \u00c7al\u0131\u015fmada; […]<\/p>\n

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