The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach

Cilt: 3 Sayı: 4 1 Aralık 2013
  • Taha Bahadır Sarac
  • Okyay Ucan
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EN

The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach

Öz

The monetary authority affects the aggregate demand and investment expenditure via controlling short run interest rates. It is important to satisfy the price stability together with working interest rate channel. This study aims to investigate the validity of interest rate channel in Turkey since the inflation targeting period starting with the year 2002. The sample period covers quarterly data from 1990:1 to 2011:3. It is stated that after the 2002 efficiency of interest rate channel increases.

Anahtar Kelimeler

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Taha Bahadır Sarac Bu kişi benim

Okyay Ucan Bu kişi benim

Yayımlanma Tarihi

1 Aralık 2013

Gönderilme Tarihi

1 Aralık 2013

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2013 Cilt: 3 Sayı: 4

Kaynak Göster

APA
Sarac, T. B., & Ucan, O. (2013). The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach. International Journal of Economics and Financial Issues, 3(4), 874-884. https://izlik.org/JA23NP55MZ
AMA
1.Sarac TB, Ucan O. The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach. IJEFI. 2013;3(4):874-884. https://izlik.org/JA23NP55MZ
Chicago
Sarac, Taha Bahadır, ve Okyay Ucan. 2013. “The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach”. International Journal of Economics and Financial Issues 3 (4): 874-84. https://izlik.org/JA23NP55MZ.
EndNote
Sarac TB, Ucan O (01 Aralık 2013) The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach. International Journal of Economics and Financial Issues 3 4 874–884.
IEEE
[1]T. B. Sarac ve O. Ucan, “The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach”, IJEFI, c. 3, sy 4, ss. 874–884, Ara. 2013, [çevrimiçi]. Erişim adresi: https://izlik.org/JA23NP55MZ
ISNAD
Sarac, Taha Bahadır - Ucan, Okyay. “The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach”. International Journal of Economics and Financial Issues 3/4 (01 Aralık 2013): 874-884. https://izlik.org/JA23NP55MZ.
JAMA
1.Sarac TB, Ucan O. The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach. IJEFI. 2013;3:874–884.
MLA
Sarac, Taha Bahadır, ve Okyay Ucan. “The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach”. International Journal of Economics and Financial Issues, c. 3, sy 4, Aralık 2013, ss. 874-8, https://izlik.org/JA23NP55MZ.
Vancouver
1.Taha Bahadır Sarac, Okyay Ucan. The Interest Rate Channel in Turkey: An Investigation with Kalman Filter Approach. IJEFI [Internet]. 01 Aralık 2013;3(4):874-8. Erişim adresi: https://izlik.org/JA23NP55MZ