Türkiye'de Para Talebinin İstikrarı ve Sınır Testi Yaklaşımıyla Öngörülmesi: 1985a€"2006

Bu çalışma Türkiye’de 1985Q4-2006Q4 üç aylık dönemi verileri kullanılarak geniş tanımlı para talebi (M2) ile onun belirleyicileri (reel gelir, faiz oranı ve döviz kuru) arasındaki uzun dönem ilişkiyi ve para talebinin istikrarını analiz etmeyi amaçlamaktadır. Sınır testi yaklaşımına CUSUM ve CUSUMQ testleri uygulanarak elde edilen sonuçlar, para talebi ile onun belirleyicilerinin eşbütünleşik olduklarını göstermiş ve para talebi fonksiyonunun da istikrarlı olduğunu ortaya koymuştur

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