Cilt 4, Sayı 7, Sayfalar 93 - 104 2014-02-05

AN ALTERNATIVE APPROACH TO ANALYZE THE MONETARY TRANSMISSION IN TURKEY: AN EMPIRICAL ANALYSIS ON SPEED OF ADJUSTMENT

Ayhan UÇAK [1] , Kasırga YILDIRAK [2]

535 664

 

Parasal aktarma mekanizmasının para politikasının etkililiği üzerinde hayati rolü vardır. Politika faiz oranındaki değişiklikler reel büyüklüklere bu mekanizmanın kanalları vasıtası ile tesir eder. Bu gecikmeler ile ilgili olarak kullanılan faiz oranı geçişkenliği kavramı, piyasa ve banka faizlerinin politika faizine uyumunun derecesini ve hızını tanımlar. Bu çalışmada uyum hızı parametresinin tahmin edilebileceği bir model önerilerek, Türkiye’de banka kredi faizlerinin politika faizine dinamik uyum hızı karşılaştırmalı olarak analiz edilmektedir.

Anahtar Kelimeler: Para politikası, politika faizi, faiz oranı geçişkenliği, banka kredileri, Hull- White modeli, Kalman filtresi

Para politikası, politika faizi, faiz oranı geçişkenliği, banka kredileri, HullWhite modeli, Kalman filtresi
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Birincil Dil tr
Konular
Dergi Bölümü Makaleler
Yazarlar

Yazar: Ayhan UÇAK
E-posta: ayhanucak@yahoo.com

Yazar: Kasırga YILDIRAK
E-posta: kasirgayildirak@gmail.com

Bibtex @ { marufacd4576, journal = {Finansal Araştırmalar ve Çalışmalar Dergisi}, issn = {1309-1123}, address = {Marmara Üniversitesi}, year = {2014}, volume = {4}, pages = {93 - 104}, doi = {}, title = {AN ALTERNATIVE APPROACH TO ANALYZE THE MONETARY TRANSMISSION IN TURKEY: AN EMPIRICAL ANALYSIS ON SPEED OF ADJUSTMENT}, language = {tr}, key = {cite}, author = {YILDIRAK, Kasırga and UÇAK, Ayhan} }
APA UÇAK, A , YILDIRAK, K . (2014). AN ALTERNATIVE APPROACH TO ANALYZE THE MONETARY TRANSMISSION IN TURKEY: AN EMPIRICAL ANALYSIS ON SPEED OF ADJUSTMENT. Finansal Araştırmalar ve Çalışmalar Dergisi, 4 (7), 93-104. Retrieved from http://e-dergi-marmara.dergipark.gov.tr/marufacd/issue/503/4576
MLA UÇAK, A , YILDIRAK, K . "AN ALTERNATIVE APPROACH TO ANALYZE THE MONETARY TRANSMISSION IN TURKEY: AN EMPIRICAL ANALYSIS ON SPEED OF ADJUSTMENT". Finansal Araştırmalar ve Çalışmalar Dergisi 4 (2014): 93-104 <http://e-dergi-marmara.dergipark.gov.tr/marufacd/issue/503/4576>
Chicago UÇAK, A , YILDIRAK, K . "AN ALTERNATIVE APPROACH TO ANALYZE THE MONETARY TRANSMISSION IN TURKEY: AN EMPIRICAL ANALYSIS ON SPEED OF ADJUSTMENT". Finansal Araştırmalar ve Çalışmalar Dergisi 4 (2014): 93-104
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