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Türkiye''de Para Talebi Modeli: Eşbütünleşme Analizi İlişkileri

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  • Şenay ÜÇDOĞRUK

    (Dokuz Eylül Üniversitesi)

Abstract

Bu çalışmanın amacı 1987 (1) - 1995 (2) dönemi için Türkiye''nin para talebi fonksiyonunu tahmin etmektedir. Para talebi modeli değişkenler arasındaki hem uzun dönem ilişkiyi hem de kısa dönem dinamik ilişkiyi dikkate almaktadır. Eşbütünleşme teorisine dayanarak tahmin edilen uzun dönem ilişkiyi kullanarak ekonomik anlamlı yapısal hipotezler test edilmiştir. İlaveten verilerin durağan olup olmama ve para talebi fonksiyonunun zayıf dışsallığı test edilmiştir. Ayrıca kısa dönem para talebi modeli tahmin edilirken, hata düzeltme modeli uygulanmıştır.

Suggested Citation

  • Şenay ÜÇDOĞRUK, 1996. "Türkiye''de Para Talebi Modeli: Eşbütünleşme Analizi İlişkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 11(126), pages 30-40.
    • Handle: RePEc:iif:iifjrn:v:11:y:1996:i:126:p:30-40
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    Cited by:

    1. Levent KORAP & Metin YILDIRIM, 2012. "Testing the Lucas Critique for the Turkish Money Demand Function," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(318), pages 57-82.

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