Akbostancı, Elif and Gül İpek Tunç (2002), “Turkish Deficits: An Error Correction
Model of Trade Balance, ERC Working Papers in Economics, 01/06, 1-18. Aqueel, Anjum and Mohammed, Nishat (2000), “The Twin Deficits Phenomenon:
Evidence from Pakistan”, The Pakistan Development Review, 39, 535 – 50. Aristovnik, Aleksander (2007), Short and Medium Term Determinants of Current
Account Balances in Middle and North Africa Countries, William Davidson Institute Working Paper, Nu:862, 1- 22. Barro, Robert (1974), “Are Government Bonds Net Wealth?”, The Journal of
Political Economy, 82, (6), 1095-1117.
Bauwens, L., Laurent, S. and Rombouts, J.V.K. (2006), “Multivariate GARCH
Models: A Survey”, Journal of Applied Econometrics, 21, 79-109. Bitzis, Grigorios, John M. Paleologos and Christos Papazoglou (2008), “The
Determinants of the Greek Current Account Deficit: The EMU Experience”, Journal of International and Global Economic Studies, 1, (1), 105-12. Bartolini, Leonardo and Amartya Lahiri (2006), “Twin Deficits, Twenty Years
Later” Current Issues in Economics and Finance, 12, (7), 1–7. Boileau, Martin and Michel Normandin (2008), “Do Tax Cuts Generate Twin
Deficits? A Multi-Country Analysis”, CIRPÉE Working Paper, 08-32, 1-37. Bollerslev, T.(1986),”Generalised Autoregressive Conditional Heteroscedasticity”,
Journal of Econometrics, 31, 307–327. Bollerslev, T. (1990),” Modelling the Coherence in Short-Run Nominal Exchange
Rate: A Multivariate Generalized ARCH Approach”, Review of Economics and Statistics,72, 498–505. Bollerslev, T., R.F. Engle and J.M. Wooldridge (1988), “A Capital Asset Pricing
Model with Time Varying Covariance”, Journal of Political Economy, 96, –131. Bollerslev, T. , R.Y. Chou and K.F. Kroner (1992), “ARCH Modeling in Finance:
A Review of the Theory and Empirical Evidence”, Journal of Econometrics, , 5-59. Bollerslev, T. (1987),” A Conditionally Heteroskedastic Time Series Model for
Speculative Prices and Rates of Return”, The Review of Economics and Statis- tics, 23, 542-547. Bozkurt, Hilal (2009), Türkiye’de Doğrudan Yabancı Yatırımların Belirleyicileri
Üzerine Bir Analiz: CCC-MGARCH Modeli İle Tahmin”, ODTÜ Gelişme Der- gisi (yayına kabul edildi). Bussière, Matthieu, Marcel Fratzscher and Gernot J. Müller (2005), “Productivity
Shocks Budget Deficit and the Current Account”, Working Paper Series, European Central Bank, No. 509, 1-32. Chinn, Menzie D. and Eswar S. Prasad (2003), “Medium-term determinants of current accounts in industrial and developing countries: An empirical explo- ration” Journal of International Economics, 59, 47–76.
Chinn, Menzie D. and Hiro, Ito (2005), “Current Account Balances Financial
Development and Institutions: Assaying the World Savings Glut”, NBER Working Paper, No. 11761, 1-43.
Chinn, Menzie D. and Hiro Ito (2008), “Global Current Account Imbalances:
American Fiscal Policy versus East Asian Savings”, Review of International Economics, 16, (3), 479 – 98. Chowdhury, Khorshed and Ali Salman Saleh (2007), “Testing the Keynesian
Proposition of Twin Deficits in the Presence of Trade Liberalisation: Evidence from Sri Lanka”, University of Wollongong Economics Working Paper Series, WP 07-09, 1-33. Calderón, César, Alberto Chong and Norman Loayza (1999), “Determinants of
Current Account Deficits in Developing Countries”, Working Papers, Central Bank of Chile, No:51, 1-41. DPT (2008), Uluslararası Ekonomik Göstergeler.
Drost, F.C. and T. Nijman (1991), “Temporal Aggregation of GARCH Proc- esses”, Econometrica, 61 (4), 909-1027.
Engle, R.F. and K.F. Kroner (1995),”Multivariate Simultaneous Generalized
ARCH”, Econometric Theory, 11, 122–150. Engle, R.F.(1982),”Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation”, Econometrica, 50, 987–1007.
Engle, R.F. (1983),” Estimates of the Variance of U.S. Inflation Based upon the ARCH Model”, Journal of Money, Credit and Banking, 15, 286-301.
Engle, R.F. (ed.)(1995), ARCH. Selected Readings, Oxford: Oxford University Pres.
Engle, R.F. (2002), “Dynamic Conditional Correlation-A Simple Class of Multi- variate GARCH Models”, Journal of Business and Economic Statistics, 20, 350.
Erkılıç, Serdar (2006), Türkiyede Cari Açığın Belirleyicileri, TCMB Uzmanlık Yeter- lilik Tezi.
Glick, Reuven and Kenneth Rogoff (1993), “Global Versus Country-Specific Pro- ductivity Shocks and the Current Account”, International Finance Discussion
Papers, The Federal Reserve Board, Nu:443, 1-49. Gülzar, Saqip, Hui Xiao Feng and Wang Yajie (2007), “The Current Account
Balance of Pakistan 1972 – 2005: A Cointegrasyon”, Information Technol- ogy Journal, 6, (5), 664 – 71.
Herwartz, Helmut and Florian Siedenburg (2007), “Determinants of Current Ac- count Imbalancesin 16 OECD Countries: An Out-Of-Sample Perspective”,
Review of World Economics,143, (2), 349 – 74. Hoque, Asraul (1995), “Co-integrating Relationship Between Terms of Trade and Current Account Deficit: The Australian Evidence”, Applied Economics Letters, , (4), 130 – 3.
Islam, M. Faizul (1998) “Brazil's Twin Deficits: An Empirical Examination”, Atlantic
Economic Journal, 26, (2), 121 – 28. Kasman, Adnan, Evrim Turgutlu ve Gonca Konyalı, (2005), "Cari Açık Büyümenin mi Aşırı TL’nin mi Sonucudur?”, İktisat, İşletme ve Finans, 20, (233), 88-98.
Kouassi, Eugene et al. (1999), “Temporal Causality and the Dynamic İnteractions
Between Terms of Trade and Current Account Deficits in Co-integrated VAR Processes: Further Evidence from Ivorian Time Series”, Applied Economics, , 89 – 96. Milhoj, A.(1987),”A Conditional Variance Model for Daily Deviations of An Ex- change Rate”, Journal of Business and Economic Statistics, 5 (1), 99-103.
Minovic, J.(2008), “Application and Diagnostic Checking of Univariate and Mul- tivariate GARCH Models in Serbian Financial Market”, Original Paper, 40, 87.
Özatay, Fatih (2006), “Cari İşlemler Dengesine İlişkin İki Yapısal Sorun ve Mikro
Reform Gereği”, Uluslararası Ekonomi ve Dış Ticaret Politikaları, 1, (1), , 38-50. Parikh, Ashok and Bill Rao (2006), “Do Fiscal Deficits Influence Current Ac- counts? A Case Study of India”, Review of Development Economics, 10, (3), –505.
Seater, John J. (1993), “Ricardian Equivalence”, Journal of Economic Literature, , (1), 142-90.
Saleh, Ali Salman, Mahendhiran Nair and Tikiri Agalewatte (2005), “The Twin
Deficits Problem in Sri Lanka: An Econometric Analysis”, South Asia Economic Journal, 6, (2), 221-39. Samson, Kwalingana, and Nkuna Onelie (2009), “The Determinants of Current
Account Imbalances in Malawi”, Munich Personal RePEc Archive Paper, No:14694, 1-23.
TCMB, Yıllık Raporlar, 2000 – 2008.
TCMB (2008), Ödemeler Dengesi Raporu,2008 – IV.
TCMB (2009), 2009Yılı Ocak – Şubat Dönemi Ödemeler Dengesi Gelişmeleri.
Tse, Y.K. (2000),” A Test for Constant Correlations in A Multivariate GARCH
Model”, Journal of Econometrics, 98, 107-127. Utkulu, Utku (2003), “Türkiye’de Bütçe Açıkları ve Dış Ticaret Açıkları Gerçekten
İkiz mi?”, D.E.Ü.İ.İ.B.F.Dergisi,18, (1), 45-61. Yamak Rahmi ve Abdurrahman Korkmaz (2005), “Reel Döviz Kuru ve Dış Ticaret
Dengesi İlişkisi”, İstanbul Üniversitesi Ekonometri ve İstatistik Dergisi, 2, 11-29. Yılmaz, Ömer ve Vedat Kaya (2007), “İhracat, İthalat ve Reel Döviz Kuru İlişkisi:
TÜRKİYE’DE CARİ AÇIĞIN BELİRLEYİCİLERİ: MGARCH MODELLERİ İLE BİR İNCELEME
Akbostancı, Elif and Gül İpek Tunç (2002), “Turkish Deficits: An Error Correction
Model of Trade Balance, ERC Working Papers in Economics, 01/06, 1-18. Aqueel, Anjum and Mohammed, Nishat (2000), “The Twin Deficits Phenomenon:
Evidence from Pakistan”, The Pakistan Development Review, 39, 535 – 50. Aristovnik, Aleksander (2007), Short and Medium Term Determinants of Current
Account Balances in Middle and North Africa Countries, William Davidson Institute Working Paper, Nu:862, 1- 22. Barro, Robert (1974), “Are Government Bonds Net Wealth?”, The Journal of
Political Economy, 82, (6), 1095-1117.
Bauwens, L., Laurent, S. and Rombouts, J.V.K. (2006), “Multivariate GARCH
Models: A Survey”, Journal of Applied Econometrics, 21, 79-109. Bitzis, Grigorios, John M. Paleologos and Christos Papazoglou (2008), “The
Determinants of the Greek Current Account Deficit: The EMU Experience”, Journal of International and Global Economic Studies, 1, (1), 105-12. Bartolini, Leonardo and Amartya Lahiri (2006), “Twin Deficits, Twenty Years
Later” Current Issues in Economics and Finance, 12, (7), 1–7. Boileau, Martin and Michel Normandin (2008), “Do Tax Cuts Generate Twin
Deficits? A Multi-Country Analysis”, CIRPÉE Working Paper, 08-32, 1-37. Bollerslev, T.(1986),”Generalised Autoregressive Conditional Heteroscedasticity”,
Journal of Econometrics, 31, 307–327. Bollerslev, T. (1990),” Modelling the Coherence in Short-Run Nominal Exchange
Rate: A Multivariate Generalized ARCH Approach”, Review of Economics and Statistics,72, 498–505. Bollerslev, T., R.F. Engle and J.M. Wooldridge (1988), “A Capital Asset Pricing
Model with Time Varying Covariance”, Journal of Political Economy, 96, –131. Bollerslev, T. , R.Y. Chou and K.F. Kroner (1992), “ARCH Modeling in Finance:
A Review of the Theory and Empirical Evidence”, Journal of Econometrics, , 5-59. Bollerslev, T. (1987),” A Conditionally Heteroskedastic Time Series Model for
Speculative Prices and Rates of Return”, The Review of Economics and Statis- tics, 23, 542-547. Bozkurt, Hilal (2009), Türkiye’de Doğrudan Yabancı Yatırımların Belirleyicileri
Üzerine Bir Analiz: CCC-MGARCH Modeli İle Tahmin”, ODTÜ Gelişme Der- gisi (yayına kabul edildi). Bussière, Matthieu, Marcel Fratzscher and Gernot J. Müller (2005), “Productivity
Shocks Budget Deficit and the Current Account”, Working Paper Series, European Central Bank, No. 509, 1-32. Chinn, Menzie D. and Eswar S. Prasad (2003), “Medium-term determinants of current accounts in industrial and developing countries: An empirical explo- ration” Journal of International Economics, 59, 47–76.
Chinn, Menzie D. and Hiro, Ito (2005), “Current Account Balances Financial
Development and Institutions: Assaying the World Savings Glut”, NBER Working Paper, No. 11761, 1-43.
Chinn, Menzie D. and Hiro Ito (2008), “Global Current Account Imbalances:
American Fiscal Policy versus East Asian Savings”, Review of International Economics, 16, (3), 479 – 98. Chowdhury, Khorshed and Ali Salman Saleh (2007), “Testing the Keynesian
Proposition of Twin Deficits in the Presence of Trade Liberalisation: Evidence from Sri Lanka”, University of Wollongong Economics Working Paper Series, WP 07-09, 1-33. Calderón, César, Alberto Chong and Norman Loayza (1999), “Determinants of
Current Account Deficits in Developing Countries”, Working Papers, Central Bank of Chile, No:51, 1-41. DPT (2008), Uluslararası Ekonomik Göstergeler.
Drost, F.C. and T. Nijman (1991), “Temporal Aggregation of GARCH Proc- esses”, Econometrica, 61 (4), 909-1027.
Engle, R.F. and K.F. Kroner (1995),”Multivariate Simultaneous Generalized
ARCH”, Econometric Theory, 11, 122–150. Engle, R.F.(1982),”Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation”, Econometrica, 50, 987–1007.
Engle, R.F. (1983),” Estimates of the Variance of U.S. Inflation Based upon the ARCH Model”, Journal of Money, Credit and Banking, 15, 286-301.
Engle, R.F. (ed.)(1995), ARCH. Selected Readings, Oxford: Oxford University Pres.
Engle, R.F. (2002), “Dynamic Conditional Correlation-A Simple Class of Multi- variate GARCH Models”, Journal of Business and Economic Statistics, 20, 350.
Erkılıç, Serdar (2006), Türkiyede Cari Açığın Belirleyicileri, TCMB Uzmanlık Yeter- lilik Tezi.
Glick, Reuven and Kenneth Rogoff (1993), “Global Versus Country-Specific Pro- ductivity Shocks and the Current Account”, International Finance Discussion
Papers, The Federal Reserve Board, Nu:443, 1-49. Gülzar, Saqip, Hui Xiao Feng and Wang Yajie (2007), “The Current Account
Balance of Pakistan 1972 – 2005: A Cointegrasyon”, Information Technol- ogy Journal, 6, (5), 664 – 71.
Herwartz, Helmut and Florian Siedenburg (2007), “Determinants of Current Ac- count Imbalancesin 16 OECD Countries: An Out-Of-Sample Perspective”,
Review of World Economics,143, (2), 349 – 74. Hoque, Asraul (1995), “Co-integrating Relationship Between Terms of Trade and Current Account Deficit: The Australian Evidence”, Applied Economics Letters, , (4), 130 – 3.
Islam, M. Faizul (1998) “Brazil's Twin Deficits: An Empirical Examination”, Atlantic
Economic Journal, 26, (2), 121 – 28. Kasman, Adnan, Evrim Turgutlu ve Gonca Konyalı, (2005), "Cari Açık Büyümenin mi Aşırı TL’nin mi Sonucudur?”, İktisat, İşletme ve Finans, 20, (233), 88-98.
Kouassi, Eugene et al. (1999), “Temporal Causality and the Dynamic İnteractions
Between Terms of Trade and Current Account Deficits in Co-integrated VAR Processes: Further Evidence from Ivorian Time Series”, Applied Economics, , 89 – 96. Milhoj, A.(1987),”A Conditional Variance Model for Daily Deviations of An Ex- change Rate”, Journal of Business and Economic Statistics, 5 (1), 99-103.
Minovic, J.(2008), “Application and Diagnostic Checking of Univariate and Mul- tivariate GARCH Models in Serbian Financial Market”, Original Paper, 40, 87.
Özatay, Fatih (2006), “Cari İşlemler Dengesine İlişkin İki Yapısal Sorun ve Mikro
Reform Gereği”, Uluslararası Ekonomi ve Dış Ticaret Politikaları, 1, (1), , 38-50. Parikh, Ashok and Bill Rao (2006), “Do Fiscal Deficits Influence Current Ac- counts? A Case Study of India”, Review of Development Economics, 10, (3), –505.
Seater, John J. (1993), “Ricardian Equivalence”, Journal of Economic Literature, , (1), 142-90.
Saleh, Ali Salman, Mahendhiran Nair and Tikiri Agalewatte (2005), “The Twin
Deficits Problem in Sri Lanka: An Econometric Analysis”, South Asia Economic Journal, 6, (2), 221-39. Samson, Kwalingana, and Nkuna Onelie (2009), “The Determinants of Current
Account Imbalances in Malawi”, Munich Personal RePEc Archive Paper, No:14694, 1-23.
TCMB, Yıllık Raporlar, 2000 – 2008.
TCMB (2008), Ödemeler Dengesi Raporu,2008 – IV.
TCMB (2009), 2009Yılı Ocak – Şubat Dönemi Ödemeler Dengesi Gelişmeleri.
Tse, Y.K. (2000),” A Test for Constant Correlations in A Multivariate GARCH
Model”, Journal of Econometrics, 98, 107-127. Utkulu, Utku (2003), “Türkiye’de Bütçe Açıkları ve Dış Ticaret Açıkları Gerçekten
İkiz mi?”, D.E.Ü.İ.İ.B.F.Dergisi,18, (1), 45-61. Yamak Rahmi ve Abdurrahman Korkmaz (2005), “Reel Döviz Kuru ve Dış Ticaret
Dengesi İlişkisi”, İstanbul Üniversitesi Ekonometri ve İstatistik Dergisi, 2, 11-29. Yılmaz, Ömer ve Vedat Kaya (2007), “İhracat, İthalat ve Reel Döviz Kuru İlişkisi:
Erdoğan, D. D. S., & Bozkurt, Y. D. D. H. (2009). TÜRKİYE’DE CARİ AÇIĞIN BELİRLEYİCİLERİ: MGARCH MODELLERİ İLE BİR İNCELEME. Maliye Ve Finans Yazıları, 1(84), 135-172.