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

Yıl 2012, Cilt: 23 Sayı: 83, 34 - 66, 01.12.2012

Burak Darıcı

Anahtar Kelimeler

-

Kaynakça

  • 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

Yıl 2012, Cilt: 23 Sayı: 83, 34 - 66, 01.12.2012

Burak Darıcı

Anahtar Kelimeler

-

Kaynakça

  • 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
Toplam 55 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Makaleler
Yazarlar

Burak Darıcı Bu kişi benim

Yayımlanma Tarihi 1 Aralık 2012
Yayımlandığı Sayı Yıl 2012 Cilt: 23 Sayı: 83

Kaynak Göster

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. Aralık 2012;23(83):34-66.
Chicago Darıcı, Burak. “Finansal Istikrar Ve Finansal Istikrara yönelik Kamusal Sorumluluk çerçevesinde Para politikası: Türkiye Analizi”. Bankacılar 23, sy. 83 (Aralık 2012): 34-66.
EndNote Darıcı B (01 Aralık 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, c. 23, sy. 83, ss. 34–66, 2012.
ISNAD Darıcı, Burak. “Finansal Istikrar Ve Finansal Istikrara yönelik Kamusal Sorumluluk çerçevesinde Para politikası: Türkiye Analizi”. Bankacılar 23/83 (Aralık 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, c. 23, sy. 83, 2012, ss. 34-66.
Vancouver Darıcı B. Finansal istikrar ve finansal istikrara yönelik kamusal sorumluluk çerçevesinde para politikası: Türkiye analizi. Bankacılar. 2012;23(83):34-66.