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Rezerv Para Talebinin Belirleyicileri: Çokdeğişkenli Bir Eş-Bütünleşim Çözümlemesi

2014·Cem SAATÇIOGLU, H.Levent KORAP

Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi·Cilt 2008/1-legacy-526, Sayı 2

In this paper, a reserve Money demand model is constructed fort he Turkish economy. Based on the contemporaneous multivariate co-integration estimation methodology, our findings indicate that the main alternative costs to hold reserve Money balances in hand are the expected …

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TESTING EXCHANGE RATE DETERMINATION MODEL FOR YTL/US$: EVIDENCE FROM HIGH FREQUENCY DATA

2013·Cem Saatcioglu, H. Levent Korap

Uşak Üniversitesi Sosyal Bilimler Dergisi·Cilt 2008/1, Sayı 2

In this paper, exchange rate determination mechanism of YTL/US$ is examined for the 1986M01-2007M08 period of monthly frequency data. Using a theoretical approach based on the monetary model exchange rate determination mechanism, estimation results obtained from contemporaneous multivariate co-integration methodology …

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