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Parasal Buyume ve Tuketici Enflasyonu Degisim Orani Arasindaki Nedensellik Iliskisi Uzerine Bir Deneme: Turkiye Ornegi

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Author Info
Levent Korap () (Akdeniz University)
Abstract

In this paper the causality relationships between the inflationary process, experienced by the Turkish economy, and some main money supply measures have been tried to be investigated, and the direction of these relationships has also been aimed to be determined through the vector autoregression impulse-response function estimates. Our findings in general indicate that the course of inflationary framework seems to be exogenous as to the course of the monetary aggregates, and that the course of the monetary aggregates seems to be endogenous as to the course of the inflation. Moreover, impulse-response function estimates have been found supportive to these results. All in all, it is concluded that the monetary policy tends to be adaptive to the inflationary framework under the investigation period considered.

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File URL: http://eidergisi.istanbul.edu.tr/sayi9/iueis9m4.pdf
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Publisher Info
Article provided by Department of Econometrics, Faculty of Economics, Istanbul University in its journal Istanbul University Econometrics and Statistics e-Journal.

Volume (Year): 9 (2009)
Issue (Month): 1 (May)
Pages: 56-74
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Handle: RePEc:ist:ancoec:v:9:y:2009:i:1:p:56-74

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Related research
Keywords: Inflation; Money Supply; Causality; Unit Root; Stationarity; Vector Autoregression; Generalized Impulse-Response Shocks; Turkish Economy;

Find related papers by JEL classification:
H62 - Public Economics - - National Budget, Deficit, and Debt - - - Deficit; Surplus
O52 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Europe
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data

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This page was last updated on 2009-11-22.


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