The interest rate channel in Turkey: An investigation with Kalman filter approach

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dc.contributor.authorSarac, Taha Bahadır
dc.contributor.authorUcan, Okyay
dc.date.accessioned2024-11-07T10:40:06Z
dc.date.available2024-11-07T10:40:06Z
dc.date.issued2013
dc.departmentNiğde Ömer Halisdemir Üniversitesi
dc.description.abstractThe monetary authority affects the aggregate demand and investment expenditure via controlling short run interest rates. It is important to satisfy the price stability together with working interest rate channel. This study aims to investigate the validity of interest rate channel in Turkey since the inflation targeting period starting with the year 2002. The sample period covers quarterly data from 1990:1 to 2011:3. It is stated that after the 2002 efficiency of interest rate channel increases. © 2013, Econjournals. All rights reserved.
dc.identifier.endpage884
dc.identifier.issn2146-4138
dc.identifier.issue4
dc.identifier.scopus2-s2.0-84979846102
dc.identifier.scopusqualityN/A
dc.identifier.startpage874
dc.identifier.urihttps://hdl.handle.net/11480/11431
dc.identifier.volume3
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherEconjournals
dc.relation.ispartofInternational Journal of Economics and Financial Issues
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_20241106
dc.subjectKalman Filter
dc.subjectMarkov Switching
dc.subjectMonetary Policy
dc.subjectTurkey
dc.titleThe interest rate channel in Turkey: An investigation with Kalman filter approach
dc.typeArticle

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