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Finansal Krizlerin Belirleyenleri ve Ongorulebilirligi: Turkiye Uzerine Bir Uygulama

Author

Listed:
  • Muhammet Ali AVCI

    (Pamukkale Universitesi, Iktisadi ve Idari Bilimler Fakultesi, Iktisat Bolumu)

  • N.Oguzhan ALTAY

    (Ege Universitesi, Iktisadi ve Idari Bilimler Fakultesi, Iktisat Bolumu)

Abstract

Bu calismanin amaci, 1990:01-2009:07 donemi Turkiye’de yasanan finansal krizlerin ongorulebilirligini ve bu krizlerin oncu gostergelerini Regresyon Agaclari ve Markov Rejim Degisimi modellerini kullanarak incelemektir. Uygulama sonuclarina gore regresyon agaclari modelinde, para piyasasi baski endeksi, yurtici kredilerin endustriyel uretime orani, M2/rezervler, enflasyon, Markov rejim degisimi modelinde ise ticaret haddi, ticaret dengesi, enflasyon ve M2/rezervler gibi gostergeler finansal krizleri ongormede basarili bulunmuslardir. Bu kapsamda Turkiye’de, 1994 ve 2001 yillarinda yasanilan krizler ongoru-lurken, 2008 Kuresel Finansal Krizi ongorulememistir.

Suggested Citation

  • Muhammet Ali AVCI & N.Oguzhan ALTAY, 2013. "Finansal Krizlerin Belirleyenleri ve Ongorulebilirligi: Turkiye Uzerine Bir Uygulama," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 13(1), pages 113-124.
    • Handle: RePEc:ege:journl:v:13:y:2013:i:1:p:113-124
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    Keywords

    Finansal kriz; ongorulebilirlik; regresyon agaclari; markov rejim degisimi;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • F30 - International Economics - - International Finance - - - General

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