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Enflasyon Hedeflemesi Rejiminde Para Politikasının Analizi: Türkiye İçin Dinamik Stokastik Genel Denge Modeli Tahmini

Yıl 2016, Cilt: 16 Sayı: Özel Sayı, 47 - 70, 15.11.2016
https://doi.org/10.18037/ausbd.417429

Öz

Dinamik stokastik genel denge(DSGD) modelleri son yıllarda para politikası analizlerinde yaygın bir şekilde kullanılmaktadır. Bu çalışmada da dışa açık küçük ekonomi DSGD modeli Türkiye için tahmin edilmektedir. Model nominal ve reel katılıklar, eksik rekabet ve tüketicinin fayda fonksiyonunda alışkanlık oluşturma özelliklerine sahiptir. Daha sonra Yeni Keynesyen makroekonomik çerçeve kapsamında optimum para politikası ele alınmaktadır. Model 2002:Ç1 – 2012:Ç4 dönemi için Bayesci yöntem kullanılarak tahmin edilmektedir. Bu yöntemde önsel ve olabilirlik fonksiyonu yapısal parametrelerin sonsal dağılımlarını elde etmek için birlikte kullanılmaktadır. Sonuçlar parasal otoritenin enflasyona güçlü bir şekilde tepki verirken çıktı açığına zayıf tepki verdiğini göstermektedir 

Kaynakça

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Toplam 57 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Makaleler
Yazarlar

Yrd. Doç. Dr. Bilgin Bari

Prof.dr. İlyas Şıklar

Yayımlanma Tarihi 15 Kasım 2016
Gönderilme Tarihi 5 Ocak 2016
Yayımlandığı Sayı Yıl 2016 Cilt: 16 Sayı: Özel Sayı

Kaynak Göster

APA Bari, Y. D. D. B., & Şıklar, P. İ. (2016). Enflasyon Hedeflemesi Rejiminde Para Politikasının Analizi: Türkiye İçin Dinamik Stokastik Genel Denge Modeli Tahmini. Anadolu Üniversitesi Sosyal Bilimler Dergisi, 16(Özel Sayı), 47-70. https://doi.org/10.18037/ausbd.417429