{"id":1540,"date":"2011-07-16T14:04:18","date_gmt":"2011-07-16T19:04:18","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=1540"},"modified":"2011-07-19T08:25:33","modified_gmt":"2011-07-19T13:25:33","slug":"turkiye%e2%80%99de-dalgali-kur-rejimi-ve-doviz-piyasasinin-degisen-dinamikleri","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/turkiye%e2%80%99de-dalgali-kur-rejimi-ve-doviz-piyasasinin-degisen-dinamikleri","title":{"rendered":"T\u00fcrkiye\u2019de Dalgal\u0131 Kur Rejimi ve D\u00f6viz Piyasas\u0131n\u0131n De\u011fi\u015fen Dinamikleri"},"content":{"rendered":"\n\n<\/colgroup>\n\n\n\n\n\n\n\n
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Makale Bilgileri<\/strong><\/span><\/span><\/p>\n<\/td>\n<\/tr>\n

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Dergi:<\/strong><\/span><\/span> \u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi
\n<\/span>Makalenin Ba\u015fl\u0131\u011f\u0131:<\/strong><\/span><\/span> T\u00fcrkiye\u2019de Dalgal\u0131 Kur Rejimi ve D\u00f6viz Piyasas\u0131n\u0131n De\u011fi\u015fen Dinamikleri
\n<\/span>Yazar(lar):<\/strong><\/span><\/span> \u015eenkan Aldemir
\n<\/span>Cilt:<\/strong><\/span><\/span> 2
\n<\/span>Say\u0131:<\/strong><\/span><\/span> 3
\n<\/span>Y\u0131l:<\/strong><\/span><\/span> 2011
\n<\/span>Sayfa:<\/strong><\/span><\/span> 139-159
\n<\/span>ISSN:<\/strong><\/span><\/span> 1309-2448<\/span><\/p>\n<\/td>\n<\/tr>\n

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\u00d6zet<\/strong><\/span><\/span><\/p>\n<\/td>\n<\/tr>\n

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Bu \u00e7al\u0131\u015fman\u0131n amac\u0131, ba\u015fl\u0131ca rezerv para birimlerinin kur sepeti i\u00e7indeki a\u011f\u0131rl\u0131klar\u0131n\u0131n tahmin edilmesi yoluyla, T\u00fcrkiye\u2019de uygulanan kur sepeti hedeflemesi ve dalgal\u0131 d\u00f6viz kuru rejimi politikalar\u0131n\u0131n, yurti\u00e7i d\u00f6viz piyasas\u0131 dinamikleri \u00fczerinde yaratt\u0131\u011f\u0131 de\u011fi\u015fimlerin de\u011ferlendirilmesidir. Bu \u00e7er\u00e7evede, T\u00fcrk Liras\u0131\u2019n\u0131n yedi farkl\u0131 para birimi kar\u015f\u0131s\u0131nda g\u00f6sterdi\u011fi esneklik dereceleri, 1995:01-1999:07 ve 2002:01-2008:01 olmak \u00fczere iki farkl\u0131 d\u00f6viz kuru politikas\u0131n\u0131 kapsayan \u00f6rneklem d\u00f6nemleri i\u00e7in genelle\u015ftirilmi\u015f vekt\u00f6r otoregresyon y\u00f6ntemi ile tahmin edilmektedir. \u00c7al\u0131\u015fmam\u0131z\u0131n T\u00fcrkiye ekonomisini konu alan niteli\u011fi, ele al\u0131nan analiz d\u00f6nemi ve kullan\u0131lan tahmin y\u00f6ntemi itibariyle sahip oldu\u011fu kapsam, ilgili literat\u00fcrde hen\u00fcz son derece s\u0131n\u0131rl\u0131 d\u00fczeyde analiz edilmi\u015f bulunan bir inceleme alan\u0131n\u0131 ifade etmektedir. Kur sepetine ili\u015fkin ara\u015ft\u0131rmalar\u0131n b\u00fcy\u00fck b\u00f6l\u00fcm\u00fcnde temel al\u0131nan ampirik modeli, Vekt\u00f6r Otoregresyon y\u00f6ntemi ile tahmin eden ve \u00f6rneklemi Do\u011fu Asya \u00fclkeleri ile s\u0131n\u0131rl\u0131 kalan analizlerin, genelle\u015ftirilmi\u015f vekt\u00f6r otoregresyon k\u00fcm\u00fclatif etki tepki normalizasyonu yakla\u015f\u0131m\u0131 kullan\u0131larak geni\u015fletilmi\u015f olmas\u0131 ise \u00e7al\u0131\u015fman\u0131n ba\u015fl\u0131ca metodolojik katk\u0131s\u0131n\u0131 olu\u015fturmaktad\u0131r. \u0130lk d\u00f6neme ili\u015fkin olarak elde edilen bulgular, a\u00e7\u0131klanan kur sepeti i\u00e7indeki rezerv para birimi a\u011f\u0131rl\u0131klar\u0131n\u0131 destekler niteliktedir. Dalgal\u0131 kur rejiminin uyguland\u0131\u011f\u0131 son d\u00f6nemde ise \u00f6zellikle Sterlin para biriminin yurti\u00e7i d\u00f6viz piyasas\u0131 dinamiklerinde \u00f6nemli bir a\u011f\u0131rl\u0131\u011fa sahip oldu\u011fu dikkat \u00e7ekmektedir.<\/span><\/p>\n<\/td>\n<\/tr>\n

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Anahtar Kelimeler:<\/strong><\/span><\/span> De facto d\u00f6viz kuru politikas\u0131, Dalgal\u0131 Kur Rejimi, Kur sepeti, Para birimi, Genelle\u015ftirilmi\u015f VAR, T\u00fcrkiye<\/span><\/p>\n<\/td>\n<\/tr>\n

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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/strong><\/span><\/span> E31, E58, F31<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

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Makale Bilgileri Dergi: \u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi Makalenin Ba\u015fl\u0131\u011f\u0131: T\u00fcrkiye\u2019de Dalgal\u0131 Kur Rejimi ve D\u00f6viz Piyasas\u0131n\u0131n De\u011fi\u015fen Dinamikleri Yazar(lar): \u015eenkan Aldemir Cilt: 2 Say\u0131: 3 Y\u0131l: 2011 Sayfa: 139-159 ISSN: 1309-2448 \u00d6zet Bu \u00e7al\u0131\u015fman\u0131n amac\u0131, ba\u015fl\u0131ca rezerv para birimlerinin kur sepeti i\u00e7indeki a\u011f\u0131rl\u0131klar\u0131n\u0131n tahmin edilmesi yoluyla, T\u00fcrkiye\u2019de uygulanan kur sepeti hedeflemesi ve dalgal\u0131 d\u00f6viz […]<\/p>\n

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