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Para Politikası ve Makro İhtiyati Politikalar: Türkiye İçin Tahmin Edilmiş Bir DSGD Modeli

Yıl 2016, Cilt: 16 Sayı: 4, 67 - 92, 15.12.2016
https://doi.org/10.18037/ausbd.415559

Öz



 2008 Küresel Finansal Krizi finansal istikrar ve makroekonomik istikrar üzerinde önemli sorunlar ortaya çıkarmıştır. Geleneksel para politikalarının tek başına bu sorunların üstesinden gelememesi alternatif politika araçlarının kullanılmasını beraberinde getirmiştir. Bu çerçevede kriz sonrası makro ihtiyati politikaların kullanılması makroekonomi politikaları açısından önemli bir dönüm noktası olmuştur. Makroekonomi politikalarındaki böylesi bir dönüşümden yola çıkarak bu çalışma kriz sonrasında birçok ülkede sıklıkla kullanılan makro ihtiyati politikaların Türkiye’de finansal ve makroekonomik istikrarı sağlamadaki etkinliğini tespit etmeyi amaçlamaktadır. Bu amaç doğrultusunda bir makro ihtiyati politika aracını içerecek şekilde tasarlanan Yeni Keynesyen DSGD (Dinamik Stokastik Genel Denge) modeli Türkiye ekonomisi için Bayesian yöntemler kullanılarak tahmin edilmektedir. Çalışmada kullanılan yedi adet değişkene ait çeyrek dönemlik veriler 2003 ve 2015 yılları arasını kapsamaktadır. Çalışmanın genel bulguları makro ihtiyati politikaların özellikle finansal dalgalanmaları azaltmada etkili olduğu yönündedir. Diğer önemli bir sonuç ise para politikasının kredi genişlemesine tepki vermesi ve beraberinde makro ihtiyati politikaların kullanılması birçok ekonomik koşul altında makroekonomik istikrarı artırmakta ve dolayısıyla refah artışı sağlamaktadır 

Kaynakça

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Toplam 46 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Makaleler
Yazarlar

Arş. Grv. Dr. Taner Sekmen

Prof. Dr. İlyas Şıklar

Yayımlanma Tarihi 15 Aralık 2016
Gönderilme Tarihi 6 Haziran 2016
Yayımlandığı Sayı Yıl 2016 Cilt: 16 Sayı: 4

Kaynak Göster

APA Sekmen, A. G. D. T., & Şıklar, P. D. İ. (2016). Para Politikası ve Makro İhtiyati Politikalar: Türkiye İçin Tahmin Edilmiş Bir DSGD Modeli. Anadolu Üniversitesi Sosyal Bilimler Dergisi, 16(4), 67-92. https://doi.org/10.18037/ausbd.415559