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

Yrd. Doç. Dr. Bilgin Bari; Prof.dr. İlyas Şıklar

doi:10.18037/ausbd.417429

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

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

Anahtar Kelimeler

Dinamik Stokastik Genel Denge Modeli,Optimum Para Politikası,Yeni Keynesyen Model

Kaynakça

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Ayrıntılar

Birincil Dil

Türkçe

Konular

-

Bölüm

Araştırma Makalesi

Yazarlar

Yrd. Doç. Dr. Bilgin Bari
Türkiye

Prof.dr. İlyas Şıklar
Türkiye

Yayımlanma Tarihi

15 Kasım 2016

Gönderilme Tarihi

5 Ocak 2016

Kabul Tarihi

28 Eylül 2016

Yayımlandığı Sayı

Yıl 2016 Cilt: 16 Sayı: Özel Sayı

DOI

https://doi.org/10.18037/ausbd.417429

IZ

https://izlik.org/JA32HN68NY

Kaynak Göster

RIS / Bibtex

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

AMA

1.Bari YDDB, Şıklar Pİ. Enflasyon Hedeflemesi Rejiminde Para Politikasının Analizi: Türkiye İçin Dinamik Stokastik Genel Denge Modeli Tahmini. AÜSBD. 2016;16(Özel Sayı):47-70. doi:10.18037/ausbd.417429

Chicago

Bari, Yrd. Doç. Dr. Bilgin, ve Prof.dr. İlyas Şıklar. 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.

EndNote

Bari YDDB, Şıklar Pİ (01 Kasım 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.

IEEE

[1]Y. D. D. B. Bari ve P. İ. Şıklar, “Enflasyon Hedeflemesi Rejiminde Para Politikasının Analizi: Türkiye İçin Dinamik Stokastik Genel Denge Modeli Tahmini”, AÜSBD, c. 16, sy Özel Sayı, ss. 47–70, Kas. 2016, doi: 10.18037/ausbd.417429.

ISNAD

Bari, Yrd. Doç. Dr. Bilgin - Şıklar, Prof.dr. İlyas. “Enflasyon Hedeflemesi Rejiminde Para Politikasının Analizi: Türkiye İçin Dinamik Stokastik Genel Denge Modeli Tahmini”. Anadolu Üniversitesi Sosyal Bilimler Dergisi 16/Özel Sayı (01 Kasım 2016): 47-70. https://doi.org/10.18037/ausbd.417429.

JAMA

1.Bari YDDB, Şıklar Pİ. Enflasyon Hedeflemesi Rejiminde Para Politikasının Analizi: Türkiye İçin Dinamik Stokastik Genel Denge Modeli Tahmini. AÜSBD. 2016;16:47–70.

MLA

Bari, Yrd. Doç. Dr. Bilgin, ve Prof.dr. İlyas Şıklar. “Enflasyon Hedeflemesi Rejiminde Para Politikasının Analizi: Türkiye İçin Dinamik Stokastik Genel Denge Modeli Tahmini”. Anadolu Üniversitesi Sosyal Bilimler Dergisi, c. 16, sy Özel Sayı, Kasım 2016, ss. 47-70, doi:10.18037/ausbd.417429.

Vancouver

1.Yrd. Doç. Dr. Bilgin Bari, Prof.dr. İlyas Şıklar. Enflasyon Hedeflemesi Rejiminde Para Politikasının Analizi: Türkiye İçin Dinamik Stokastik Genel Denge Modeli Tahmini. AÜSBD. 01 Kasım 2016;16(Özel Sayı):47-70. doi:10.18037/ausbd.417429

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