The Assessment of macroeconomic variability and monetary transmission mechanisms in Turkey with VAR esrimates

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Date

2012

Author

Baştan, Emine Meltem

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This thesis investigates the nature of macroeconomic changes by focussing on the monetary policy changes in Turkey between 1990Q1-2011Q4 and assesses the variability of the economy via impulse response functions obtained from VAR analyses. The period of the analyses is characterized with changes of the definitions of monetary aggregates in 2002 and 2007. In order to have consistent monetary series, the new and old series are constructed according to new and old definitions and then analyses are carried out with each type of series and comparisons are given among the monetary series.

Subject Keywords

Money market, Capital market, Economic development, Capital movements, Monetary policy

URI

http://etd.lib.metu.edu.tr/upload/12615085/index.pdf
https://hdl.handle.net/11511/21887

Collections

Graduate School of Social Sciences, Thesis

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Citation Formats

E. M. Baştan, “The Assessment of macroeconomic variability and monetary transmission mechanisms in Turkey with VAR esrimates,” M.S. - Master of Science, Middle East Technical University, 2012.