Finansal Krizlerin Belirleyenleri ve Ongorulebilirligi: Turkiye Uzerine Bir Uygulama

Muhammet Ali Avci () and N.Oguzhan Altay ()
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Muhammet Ali Avci: Pamukkale Universitesi, Iktisadi ve Idari Bilimler Fakultesi, Iktisat Bolumu
N.Oguzhan Altay: Ege Universitesi, Iktisadi ve Idari Bilimler Fakultesi, Iktisat Bolumu

Ege Academic Review, 2013, vol. 13, issue 1, 113-124

Abstract: Bu calismanin amaci, 1990:01-2009:07 donemi Turkiye’de yasanan finansal krizlerin ongorulebilirligini ve bu krizlerin oncu gostergelerini Regresyon Agaclari ve Markov Rejim Degisimi modellerini kullanarak incelemektir. Uygulama sonuclarina gore regresyon agaclari modelinde, para piyasasi baski endeksi, yurtici kredilerin endustriyel uretime orani, M2/rezervler, enflasyon, Markov rejim degisimi modelinde ise ticaret haddi, ticaret dengesi, enflasyon ve M2/rezervler gibi gostergeler finansal krizleri ongormede basarili bulunmuslardir. Bu kapsamda Turkiye’de, 1994 ve 2001 yillarinda yasanilan krizler ongoru-lurken, 2008 Kuresel Finansal Krizi ongorulememistir.

Keywords: Finansal kriz; ongorulebilirlik; regresyon agaclari; markov rejim degisimi (search for similar items in EconPapers)
JEL-codes: C14 C50 F30 (search for similar items in EconPapers)
Date: 2013
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