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FİNANSAL VARLIK FİYATLARINDAKİ DEĞİŞME - PARASAL BÜYÜKLÜKLER ETKİLEŞİMİ

Journal Name:

  • Dokuz Eylül Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi

Publication Year:

  • 2005

Key Words:

Keywords (Original Language):

Author NameUniversity of AuthorFaculty of Author
Abstract (2. Language): 
The aim of this study is to reveal whether the monetary aggregates and their components obtained from the CBRT balance sheet have long memory, and to analyze empirically whether these aggregates can be used as policy target. The empirical part of the study at hand consists of fractional analysis in the economic time series.
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Abstract (Original Language): 
Bu çalışmanın amacı, TCMB bilançosundan elde edilen parasal büyüklüklerin ve bunları oluşturan bileşenlerinin uzun hafızaya sahip olup olmadıklarını ortaya koymak ve bu büyüklüklerin bir politika hedefi olarak kullanılıp kullanılmayacağını, ampirik olarak analiz etmektir. iktisadi zaman serilerinde, fractional (parçalı) yapıya dayalı, test ve analiz yöntemleri, bu çalışmanın ampirik boyutuna taban oluşturmaktadır.
FULL TEXT (PDF): 
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  • 1
63-85
  • Turkish

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