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Journals / Finansal Araştırmalar ve Çalışmalar Dergisi / 2012 / Cilt: 3 - Sayı: 7

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AN ALTERNATIVE APPROACH TO ANALYZE THE MONETARY TRANSMISSION IN TURKEY: AN EMPIRICAL ANALYSIS ON SPEED OF ADJUSTMENT

Kasırga YILDIRAK
Ayhan UÇAK
Pages
93–104
Publication Date
2022-10-18
DOI
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Abstract

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Özet

Parasal aktarma mekanizmasının para politikasının etkililiği üzerinde hayati rolü vardır. Politika faiz oranındaki değişiklikler reel büyüklüklere bu mekanizmanın kanalları vasıtası ile tesir eder. Bu gecikmeler ile ilgili olarak kullanılan faiz oranı geçişkenliği kavramı, piyasa ve banka faizlerinin politika faizine uyumunun derecesini ve hızını tanımlar. Bu çalışmada uyum hızı parametresinin tahmin edilebileceği bir model önerilerek, Türkiye’de banka kredi faizlerinin politika faizine dinamik uyum hızı karşılaştırmalı olarak analiz edilmektedir. Anahtar Kelimeler: Para politikası, politika faizi, faiz oranı geçişkenliği, banka kredileri, Hull- White modeli, Kalman filtresi

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Cite This Article

YILDIRAK, K., UÇAK, A. (2022). -. Finansal Araştırmalar ve Çalışmalar Dergisi, Cilt: 3 - Sayı: 7, 93–104. https://ajindex.com/articles/516135

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