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Measures of excess liquidity and inflation cycles in Turkey

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Author Info
K. Azim ÖZDEMİR (Türkiye Cumhuriyet Merkez Bankası)
Mesut SAYGILI (Türkiye Cumhuriyet Merkez Bankası)

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Abstract

This paper examines measures of excess liquidity for Turkey and the role they play on the future price developments. The measures used in the study are the real money gap and its various sub-components such as pure money shocks and excess liquidity due to the money market. The coefficients, which are essential to calculate the equilibrium money stock and thereby the excess liquidities, are taken from the earlier studies on the broad money demand functions. After estimating the P-star model for Turkey, the paper concludes that despite the considerable fall in medium-term inflation rate in recent years, it is still short of satisfying CBRT’s medium to long-term inflation target of 4-5 percent.

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Publisher Info
Article provided by Bilgesel Yayincilik in its journal İktisat İşletme ve Finans.

Volume (Year): 24 (2009)
Issue (Month): 281 ()
Pages: 31-59
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Handle: RePEc:iif:iifjrn:v:24:y:2009:i:281:p:31-59

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Related research
Keywords: P-Star; Money Demand; Monetary Policy and Inflation Dynamics;

Find related papers by JEL classification:
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

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This page was last updated on 2009-12-4.


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