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Fiyat Teorisinin Mali Teorisine Farklý Bir Bakýþ: MLSTAR ve MLP Modelleri


  • Melike Bildirici

    () (Yildiz Technical)

  • Özgür Ersin

    (Beykent University)


Fiyat seviyelerinin belirlenmesinde, FTPL teorisindeki geliþmeleri takiben miktar teorisinin eski mevcudiyeti sorgulanýr olmuþtur. FTPL Teorisi fiyat seviyelerinin sadece parasal büyüklüklerle deðil ayný zamanda maliye politikalarý etkisiyle de deðiþebileceðini göstermiþtir. FTPL Teorisine göre mali politikalarýn baskýn olduðu ekonomilerde fiyat seviyeleri baðýmsýz olarak uygulanan maliye politikalarýyla belirlenebilecektir. Bu görüþ hükümetlerin uyguladýðý ekonomi politikalarýný tekrar sorgulanýr hale getirmiþtir. Bu çalýþmanýn amacý Türkiye ekonomisinde 1985.01–2008.10 döneminde FTPL teorisi çerçevesinde Mali disiplini analiz etmektir. Çalýþma doðrusal modeller yerine doðrusal olmayan modeller kullanmayý amaçlamaktadýr. Bu modeller içinde belirgin olan STAR, LSTAR modelleri kullanýlacak, MLSTAR modelleri ile Stokastik Yapay Sinir Aðlarý ve MLP yöntemlerinden hareket ile SANN-MLSTAR modelleri geliþtirilecektir.

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  • Melike Bildirici & Özgür Ersin, 2011. "Fiyat Teorisinin Mali Teorisine Farklý Bir Bakýþ: MLSTAR ve MLP Modelleri," Koç University-TUSIAD Economic Research Forum Working Papers 1115, Koc University-TUSIAD Economic Research Forum.
  • Handle: RePEc:koc:wpaper:1115

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    References listed on IDEAS

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    Cited by:

    1. Melike Bildirici & Özgür Ömer Ersin, 2014. "Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 108-135, October.

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