BibTex RIS Cite

Finansal istikrar ve finansal istikrara yönelik kamusal sorumluluk çerçevesinde para politikası: Türkiye analizi

Year 2012, Volume: 23 Issue: 83, 34 - 66, 01.12.2012

Burak Darıcı

Keywords

-

References

  • Amato, J. D. ve Laubach T. (1999). The Value of Interest-Rate Smooting: How The Private Sector Helps The Federal Reserve, Federal Reserve Bank of Kansas City Economic Review, (84/3), 47- 64
  • Anderson, T.W. and Hsiao, C. (1981). Estimation of Dynamic Models with Error Components”, Journal of American Statistical Association, (76/375), 598-606
  • Manuel A. ve Bond S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations, Review of Economic Studies, 58, 277-297
  • Balduzi, P, Bertola G ve Foresi, S. (1997). A Model of Target Changes and The Tehrm Structure of Interest Rates, Journal of Monetary Economics, 39, 222-249
  • Borio, C. (2004). The Search for The Elusive Twin Goals of Monetary and Financial Stability, Conference on Central Banking and Financial System, National Bank of Poland
  • Borio, C. (2005). Monetary and Financial Stability: So Close and Yet So Far?, National Institute Economic Review, 192, 84-101
  • Bundesbank, (2003). Report on The Stability of The German Financial System, Frankfurt Monthly Report
  • Calomiris, C. ve Kahn,C. (1996). The Efficiency of Self-Regulated Payment Systems: Learning from The Suffolk System, Journal of Money, Credit and Banking, 28(4), 766-97
  • Castelnuovo, E. (2003). Taylor Rules, Omitted Variables, and Interest Rate Smoothing in The US, Economic Letters, 81, 55-59
  • Clarida, R. Gali J. ve Gertler,M. (2000). Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory, Quarterly Journal of Economics, 115, 147-180
  • Clarida, R., Gali J.ve Getrler, M.(1999). The Science of Monetary Policy: A New Keynesian Perspective, Journal of Economic Literature, 37, 1667-1707
  • Cobham, D. (2003). Why Does The Monetary Policy Committee Smooth Interest Rates?, Oxford Economic Papers, 55, 479
  • Crockett, A, (2000). In Search of Anchors for Financial and Monetary Stability, Vienna: SUERF Colloquim, Crockett, A. (1997). Why is Financial Stability a Goal of Public Policy, in Maintaining Financial Stability in a Global Economy, Federal Reserve Bank of Kansas City, 7-36
  • Dotsey, M. Otrok, C.(1995). The Rational Expectations Hypothesis of The Term Structure, Monetary Policy and Time-Varying Term Premia, Economic Quarterly, Federal Reserve Bank of Richmond, 65-81
  • Driffill J. Rotondi Z. Savona P. Zazzara C. (2006). Monetary Policy and Financial Stability: What Role for The Futures Market?, Journal of Financial Stability, 2, 95-112
  • Eijffinger, S. Schaling E. ve Verhangen, W. (1999). A Theory of Interest Rate Stepping: Inflation Targeting in A Dynamic Menu Cost Model, Tilburg University, Center for Economic Research Discussion Paper, 71, Estrella, A. ve Mishkin F.S. (1998). Rethinking The Role of NAIRU in Monetary Policy: Implication of Model Formulation and Uncertainty, NBER Working Paper, 6518
  • Ferguson, R. W, (2002). Should Financial Stability Be An Explicit Central Bank Objective? Conference at The IMF in Washington D.C., 16-37
  • Gerlach-Kristen, P. (2004). Interest- Rate Smoohting: Monetary Policy Inertia or Unobserved Variables?, Contributions to Macroeconomics, 4/1, 1169-1186
  • Goodfriend, M. (1991). Interest Rates and The Conduct of Monetary Policy, Carnegie- Rochester Series on Public Policy, 34,7-30
  • Goodfriend, M. (1987). Interest-Rate Smoothing and Price Level Trend-Stationarity, Journal of Monetary Economics, 19/3, 335-348
  • Goodhart, C. (1999). “Central Bankers and Uncertainty”, Quarterly Bulletin, Bank of England, 39, 102- 115
  • Goodhart, C. (1997). Why Do The Monetary Authorities Smooth Interes Rates?, S. Collignon Edition içinde European Monetary Policy içinde ss.119-178, Washington, DC, Pinter,
  • Gujarati, D. N., (2001). Temel Ekonometri, İstanbul: Literatür Yayınları: ss. 33
  • Haldane, A. G., Hoggarth G.ve Saporta V., (2001). Assessing Financial Stability, Efficiency and Structure at The Bank of England, Publised in Marrying the Macro Prudential Dimensions of Financila Stability, BIS Papers, No.1
  • Hansen, Lars P. (1982). Large Sample Properties of Generalized Method of Moments Estimators, Econometrica, ss.1029-1054
  • Harvey, A., (1990). The Econometric Analysis of Time Series, Cambridge: The MIT Pres
  • Hayashi, F. (1997). Econometrics, Princeton: Princeton University Press
  • Herrero, A. G ve Rio P.D. (2003). Financial Stability and The Design of Monetary Policy, Working Paper, The American University of Paris, No.17
  • Hodrick, J. R. ve Prescott, C.E. (1981). Post-War Business Cycles: An Emprical Investigation, Northwestern University Discussion Paper, 451
  • Issing, O. (2003). Monetary and Financial Stability: Is There a Trade-Off, Conference on Monetary Stability, Financial Stability and Business Cycle, Bank for International Settlements, Basle, 28-29
  • Judd, J. ve Rudebusch, G. (1998). Taylor Rule and The Fed: 1990-1997, Economic Review, Federal Reserve Bank of San Francisco, 3-16
  • King, M. (1990). Challenges for Monetary Policy: New and Old, New Challenges for Monetary Policy Sempozyumu, Federal Rezerve Bank of Kansas City
  • Large, S. A. (2003). Financial Stability: Maintaining Confidence in a Complex World, Financial Stability Review, 170-74
  • Levin, A. Wieland V. ve Williams,J. (1999). Robustness of Simple Monetary Policy Rules Under Model Uncertainty John B. Taylor Edition, içinde Monetary Policy Rules, ss. 263-299 Chicago: Chicago University Pres
  • Lowe, P. ve Luci E, (1997). The Smoothing of Official Interest Rates, Reserve Bank of Australia, Monetary Policy and Inflation Targeting, ss. 286-312
  • Masanao A., (2001). Modeling Aggregate Behavior and Fluctuations in Economics: Stochastic Views of Interacting Agents, UCLA Economics Online Papers, 142, UCLA Department of Economics
  • Mishkin, F. (2006). Financial Stability and Globalization: Getting It Right, Central Banks in the 21st
  • Century, International Conference, Banco de Espana, 215-253
  • Montoro, C. (2007). Why Central Banks Smooth Interest Rates? A Political Economy Explanation, Central Reserve Bank of Peru Working Paper Series
  • Orphanides, A., Wieland, V. (1998). Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero, Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System, 35
  • Orphanides, A. (2004). Monetary Policy Rules, Macroeconomic Stability and Inflation: A View from The Trenches, Journal of Money, Credit and Banking, 2, 151-175
  • Padoa Schioppa, T. (2003). Financial Supervision: Inside or Outside Central Banks, Financial Supervision in Europe, ss. 160-177.Cheltenham: Edward Elgar, Padoa-Schioppa, T. (2002). Central Banks and Financial Stability: Exploring a Land in Between, Second ECB Central Banking Conference, The Transformation of The European Financial System, 269-310
  • Papademos, L. (2006). Price Stability, Financial Stability and Efficiency and Monetary Policy”, Vice President of the ECB at the Third Conference of The Monetary Stability Foundation on Challenges to The Financial System --- Ageing and Low Growth
  • Rudebusch, G.D. (1995). Federal Reserve Interest Rate Targeting,Rational Expectations and The Trem Structure”, Journal of Monetary Economics, 35, 245-274
  • Rudebusch, G. D. (2002). Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia, Journal of Monetary Policy, 49, 1161-1187
  • Rudebusch, G. D. (2001). Is The Fed Too Timid?, Review of Economics and Statistics, 83, 203-217
  • Sack, B. ve Wieland V. (2000). Interest Rate Smoothing and Optimal Monetary Policy: A Revivew of Recent Empirical Evidence, Journal of Econoimcs and Business, 52, 205-228
  • Sack, B. (2004). Extracting the Exwected Path of Monetary Policy From Futures Rates, Journal of Futures Markets, 24, 733-755
  • Schinasi, G. J. (2003). Responsibility of Central Banks for Stability in Financial Markets, IMF Working Paper, 03/121
  • Tarı, R. (2005). Ekonometri, İzmit: Kocaeli Üniversitesi Yayın No, 172
  • Taylor, J. B.(1993). Discretion Versus Policy Rules in Practice, Carnegie-Rochester Conference Series on Public Policy, North-Holland, 39, 195-214
  • Verbeek, M, (2004). A Guide to Modern Econometrics, John Wiley & Sons
  • Whitney K. N ve West K. D. (1987). Hypothesis Testing with Efficient Method of Moments Estimation”, International Economic Review, 28, 780
  • Woodford, M. (1999). Optimal Monetary Policy Inertia, NBER Working Paper, No.7261, 1-35
  • Wooldridge, J.M. (1997). Econometric Analysis of Cross Sectional and Panel Data, Cambridge: MIT Press

Finansal istikrar ve finansal istikrara yönelik kamusal sorumluluk çerçevesinde para politikası: Türkiye analizi

Year 2012, Volume: 23 Issue: 83, 34 - 66, 01.12.2012

Burak Darıcı

Keywords

-

References

  • Amato, J. D. ve Laubach T. (1999). The Value of Interest-Rate Smooting: How The Private Sector Helps The Federal Reserve, Federal Reserve Bank of Kansas City Economic Review, (84/3), 47- 64
  • Anderson, T.W. and Hsiao, C. (1981). Estimation of Dynamic Models with Error Components”, Journal of American Statistical Association, (76/375), 598-606
  • Manuel A. ve Bond S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations, Review of Economic Studies, 58, 277-297
  • Balduzi, P, Bertola G ve Foresi, S. (1997). A Model of Target Changes and The Tehrm Structure of Interest Rates, Journal of Monetary Economics, 39, 222-249
  • Borio, C. (2004). The Search for The Elusive Twin Goals of Monetary and Financial Stability, Conference on Central Banking and Financial System, National Bank of Poland
  • Borio, C. (2005). Monetary and Financial Stability: So Close and Yet So Far?, National Institute Economic Review, 192, 84-101
  • Bundesbank, (2003). Report on The Stability of The German Financial System, Frankfurt Monthly Report
  • Calomiris, C. ve Kahn,C. (1996). The Efficiency of Self-Regulated Payment Systems: Learning from The Suffolk System, Journal of Money, Credit and Banking, 28(4), 766-97
  • Castelnuovo, E. (2003). Taylor Rules, Omitted Variables, and Interest Rate Smoothing in The US, Economic Letters, 81, 55-59
  • Clarida, R. Gali J. ve Gertler,M. (2000). Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory, Quarterly Journal of Economics, 115, 147-180
  • Clarida, R., Gali J.ve Getrler, M.(1999). The Science of Monetary Policy: A New Keynesian Perspective, Journal of Economic Literature, 37, 1667-1707
  • Cobham, D. (2003). Why Does The Monetary Policy Committee Smooth Interest Rates?, Oxford Economic Papers, 55, 479
  • Crockett, A, (2000). In Search of Anchors for Financial and Monetary Stability, Vienna: SUERF Colloquim, Crockett, A. (1997). Why is Financial Stability a Goal of Public Policy, in Maintaining Financial Stability in a Global Economy, Federal Reserve Bank of Kansas City, 7-36
  • Dotsey, M. Otrok, C.(1995). The Rational Expectations Hypothesis of The Term Structure, Monetary Policy and Time-Varying Term Premia, Economic Quarterly, Federal Reserve Bank of Richmond, 65-81
  • Driffill J. Rotondi Z. Savona P. Zazzara C. (2006). Monetary Policy and Financial Stability: What Role for The Futures Market?, Journal of Financial Stability, 2, 95-112
  • Eijffinger, S. Schaling E. ve Verhangen, W. (1999). A Theory of Interest Rate Stepping: Inflation Targeting in A Dynamic Menu Cost Model, Tilburg University, Center for Economic Research Discussion Paper, 71, Estrella, A. ve Mishkin F.S. (1998). Rethinking The Role of NAIRU in Monetary Policy: Implication of Model Formulation and Uncertainty, NBER Working Paper, 6518
  • Ferguson, R. W, (2002). Should Financial Stability Be An Explicit Central Bank Objective? Conference at The IMF in Washington D.C., 16-37
  • Gerlach-Kristen, P. (2004). Interest- Rate Smoohting: Monetary Policy Inertia or Unobserved Variables?, Contributions to Macroeconomics, 4/1, 1169-1186
  • Goodfriend, M. (1991). Interest Rates and The Conduct of Monetary Policy, Carnegie- Rochester Series on Public Policy, 34,7-30
  • Goodfriend, M. (1987). Interest-Rate Smoothing and Price Level Trend-Stationarity, Journal of Monetary Economics, 19/3, 335-348
  • Goodhart, C. (1999). “Central Bankers and Uncertainty”, Quarterly Bulletin, Bank of England, 39, 102- 115
  • Goodhart, C. (1997). Why Do The Monetary Authorities Smooth Interes Rates?, S. Collignon Edition içinde European Monetary Policy içinde ss.119-178, Washington, DC, Pinter,
  • Gujarati, D. N., (2001). Temel Ekonometri, İstanbul: Literatür Yayınları: ss. 33
  • Haldane, A. G., Hoggarth G.ve Saporta V., (2001). Assessing Financial Stability, Efficiency and Structure at The Bank of England, Publised in Marrying the Macro Prudential Dimensions of Financila Stability, BIS Papers, No.1
  • Hansen, Lars P. (1982). Large Sample Properties of Generalized Method of Moments Estimators, Econometrica, ss.1029-1054
  • Harvey, A., (1990). The Econometric Analysis of Time Series, Cambridge: The MIT Pres
  • Hayashi, F. (1997). Econometrics, Princeton: Princeton University Press
  • Herrero, A. G ve Rio P.D. (2003). Financial Stability and The Design of Monetary Policy, Working Paper, The American University of Paris, No.17
  • Hodrick, J. R. ve Prescott, C.E. (1981). Post-War Business Cycles: An Emprical Investigation, Northwestern University Discussion Paper, 451
  • Issing, O. (2003). Monetary and Financial Stability: Is There a Trade-Off, Conference on Monetary Stability, Financial Stability and Business Cycle, Bank for International Settlements, Basle, 28-29
  • Judd, J. ve Rudebusch, G. (1998). Taylor Rule and The Fed: 1990-1997, Economic Review, Federal Reserve Bank of San Francisco, 3-16
  • King, M. (1990). Challenges for Monetary Policy: New and Old, New Challenges for Monetary Policy Sempozyumu, Federal Rezerve Bank of Kansas City
  • Large, S. A. (2003). Financial Stability: Maintaining Confidence in a Complex World, Financial Stability Review, 170-74
  • Levin, A. Wieland V. ve Williams,J. (1999). Robustness of Simple Monetary Policy Rules Under Model Uncertainty John B. Taylor Edition, içinde Monetary Policy Rules, ss. 263-299 Chicago: Chicago University Pres
  • Lowe, P. ve Luci E, (1997). The Smoothing of Official Interest Rates, Reserve Bank of Australia, Monetary Policy and Inflation Targeting, ss. 286-312
  • Masanao A., (2001). Modeling Aggregate Behavior and Fluctuations in Economics: Stochastic Views of Interacting Agents, UCLA Economics Online Papers, 142, UCLA Department of Economics
  • Mishkin, F. (2006). Financial Stability and Globalization: Getting It Right, Central Banks in the 21st
  • Century, International Conference, Banco de Espana, 215-253
  • Montoro, C. (2007). Why Central Banks Smooth Interest Rates? A Political Economy Explanation, Central Reserve Bank of Peru Working Paper Series
  • Orphanides, A., Wieland, V. (1998). Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero, Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System, 35
  • Orphanides, A. (2004). Monetary Policy Rules, Macroeconomic Stability and Inflation: A View from The Trenches, Journal of Money, Credit and Banking, 2, 151-175
  • Padoa Schioppa, T. (2003). Financial Supervision: Inside or Outside Central Banks, Financial Supervision in Europe, ss. 160-177.Cheltenham: Edward Elgar, Padoa-Schioppa, T. (2002). Central Banks and Financial Stability: Exploring a Land in Between, Second ECB Central Banking Conference, The Transformation of The European Financial System, 269-310
  • Papademos, L. (2006). Price Stability, Financial Stability and Efficiency and Monetary Policy”, Vice President of the ECB at the Third Conference of The Monetary Stability Foundation on Challenges to The Financial System --- Ageing and Low Growth
  • Rudebusch, G.D. (1995). Federal Reserve Interest Rate Targeting,Rational Expectations and The Trem Structure”, Journal of Monetary Economics, 35, 245-274
  • Rudebusch, G. D. (2002). Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia, Journal of Monetary Policy, 49, 1161-1187
  • Rudebusch, G. D. (2001). Is The Fed Too Timid?, Review of Economics and Statistics, 83, 203-217
  • Sack, B. ve Wieland V. (2000). Interest Rate Smoothing and Optimal Monetary Policy: A Revivew of Recent Empirical Evidence, Journal of Econoimcs and Business, 52, 205-228
  • Sack, B. (2004). Extracting the Exwected Path of Monetary Policy From Futures Rates, Journal of Futures Markets, 24, 733-755
  • Schinasi, G. J. (2003). Responsibility of Central Banks for Stability in Financial Markets, IMF Working Paper, 03/121
  • Tarı, R. (2005). Ekonometri, İzmit: Kocaeli Üniversitesi Yayın No, 172
  • Taylor, J. B.(1993). Discretion Versus Policy Rules in Practice, Carnegie-Rochester Conference Series on Public Policy, North-Holland, 39, 195-214
  • Verbeek, M, (2004). A Guide to Modern Econometrics, John Wiley & Sons
  • Whitney K. N ve West K. D. (1987). Hypothesis Testing with Efficient Method of Moments Estimation”, International Economic Review, 28, 780
  • Woodford, M. (1999). Optimal Monetary Policy Inertia, NBER Working Paper, No.7261, 1-35
  • Wooldridge, J.M. (1997). Econometric Analysis of Cross Sectional and Panel Data, Cambridge: MIT Press
There are 55 citations in total.

Details

Primary Language Turkish
Journal Section Articles
Authors

Burak Darıcı This is me

Publication Date December 1, 2012
Published in Issue Year 2012 Volume: 23 Issue: 83

Cite

APA Darıcı, B. (2012). Finansal istikrar ve finansal istikrara yönelik kamusal sorumluluk çerçevesinde para politikası: Türkiye analizi. Bankacılar, 23(83), 34-66.
AMA Darıcı B. Finansal istikrar ve finansal istikrara yönelik kamusal sorumluluk çerçevesinde para politikası: Türkiye analizi. Bankacılar. December 2012;23(83):34-66.
Chicago Darıcı, Burak. “Finansal Istikrar Ve Finansal Istikrara yönelik Kamusal Sorumluluk çerçevesinde Para politikası: Türkiye Analizi”. Bankacılar 23, no. 83 (December 2012): 34-66.
EndNote Darıcı B (December 1, 2012) Finansal istikrar ve finansal istikrara yönelik kamusal sorumluluk çerçevesinde para politikası: Türkiye analizi. Bankacılar 23 83 34–66.
IEEE B. Darıcı, “Finansal istikrar ve finansal istikrara yönelik kamusal sorumluluk çerçevesinde para politikası: Türkiye analizi”, Bankacılar, vol. 23, no. 83, pp. 34–66, 2012.
ISNAD Darıcı, Burak. “Finansal Istikrar Ve Finansal Istikrara yönelik Kamusal Sorumluluk çerçevesinde Para politikası: Türkiye Analizi”. Bankacılar 23/83 (December 2012), 34-66.
JAMA Darıcı B. Finansal istikrar ve finansal istikrara yönelik kamusal sorumluluk çerçevesinde para politikası: Türkiye analizi. Bankacılar. 2012;23:34–66.
MLA Darıcı, Burak. “Finansal Istikrar Ve Finansal Istikrara yönelik Kamusal Sorumluluk çerçevesinde Para politikası: Türkiye Analizi”. Bankacılar, vol. 23, no. 83, 2012, pp. 34-66.
Vancouver Darıcı B. Finansal istikrar ve finansal istikrara yönelik kamusal sorumluluk çerçevesinde para politikası: Türkiye analizi. Bankacılar. 2012;23(83):34-66.