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Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi

Harun Alp, Hakan Kara (), Gursu Keles, Refet Gürkaynak and Musa Orak ()

Working Papers from Research and Monetary Policy Department, Central Bank of the Republic of Turkey

Abstract: Bu calismanin amaci, Turkiye�de hangi piyasa aracinin para politikasi kararlarina iliskin beklentileri daha iyi yansittigi sorusuna yanit aramaktir. Bu amacla, cesitli piyasa araclari ve yontemler kullanilarak para politikasi faizi beklentileri hesaplanmis ve degiskenlerin para politikasi kararlarini tahmin etme gucleri Temmuz 2006-Ekim 2009 donemi icin karsilastirilmistir. Ampirik sonuclar, para politikasi kararlarini en iyi tahmin etme gucune sahip olan aracin bir hafta vadeli Turk Lirasi Bankalararasi Alis Orani (TRLIBID) oldugunu gostermistir.

Keywords: Para politikasi; politika faiz orani beklentileri; piyasa bazli beklenti olcumu (search for similar items in EconPapers)
JEL-codes: E43 E52 G12 (search for similar items in EconPapers)
Date: 2010
New Economics Papers: this item is included in nep-ara and nep-cba
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

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