Gedikkaya, AhmetVarlik, SerdarHakan, Berument M.2021-11-012021-11-0120201350-48511466-4291https://doi.org/10.1080/13504851.2019.1648746https://hdl.handle.net/11491/7093This article employs a Factor-Augmented Vector Autoregressive model to assess the effects of electricity price innovations on prices of other goods and services. Using monthly series from Turkish Domestic Producer Price Index (D-PPI) and Harmonized Index of Consumer Prices (HICP) components, the results from the analyses on D-PPI components suggest that (i) Machinery & Equipment (not elsewhere classified); Electrical Equipment; and Rubber & Plastic Products increase the most, while (ii) Tobacco Products; Crude Petroleum & Natural Gas; and Water Supply, Sewerage, Waste Management & Remediation Services increase the least. In addition, the results from the analyses on HICP components suggest that (iii) Housing, Water, Electricity, Gas & Other Fuels; Furnishings, Household Equipment & Maintenance; and Restaurants & Hotels increase the most, while (iv) Communications; Alcoholic Beverages, Tobacco & Narcotics; and Education increase the least.eninfo:eu-repo/semantics/openAccessElectricity pricesinflationpass-throughFAVARArticle271295596010.1080/13504851.2019.1648746N/AWOS:0004791979000012-s2.0-85070507291Q2