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TÜRKİYE’DE PARA TALEBİNİN İSTİKRARI VE SINIR TESTİ YAKLAŞIMIYLA ÖNGÖRÜLMESİ: 1985–2006

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Abstract (Original Language): 
Bu çalısma Türkiye’de 1985Q4-2006Q4 üç aylık dönemi verileri kullanılarak genis tanımlı para talebi (M2) ile onun belirleyicileri (reel gelir, faiz oranı ve döviz kuru) arasındaki uzun dönem iliskiyi ve para talebinin istikrarını analiz etmeyi amaçlamaktadır. Sınır testi yaklasımına CUSUM ve CUSUMQ testleri uygulanarak elde edilen sonuçlar, para talebi ile onun belirleyicilerinin esbütünlesik olduklarını göstermis ve para talebi fonksiyonunun da istikrarlı oldugunu ortaya koymustur.
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