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      • Department of Economics
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      Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi

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      Author
      Alp, H.
      Kara, H.
      Keleş, G.
      Gürkaynak, R.
      Orak, M.
      Date
      2010
      Source Title
      İktisat İşletme ve Finans
      Print ISSN
      1300-610X
      Electronic ISSN
      1308-4658
      Publisher
      BİLGESEL Yayıncılık San. ve Tic. Ltd. Şti.
      Volume
      25
      Issue
      295
      Pages
      21 - 45
      Language
      English
      Type
      Article
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      Abstract
      This paper compares the ability of different market instruments in terms of predicting monetary policy decisions to find out which one best captures market participants’ policy expectations. Towards this end, policy rate expectations implied by various market instruments and different approaches are derived for the period between July 2006 and October 2009. Empirical results show that market based monetary policy expectations in Turkey can most successfully be obtained by using the one week Turkish Lira Interbank Bid Rate (TRLIBID).
      Keywords
      Monetary policy
      Policy rate expectations
      Market-based measures of expectations
      Permalink
      http://hdl.handle.net/11693/49173
      Published Version (Please cite this version)
      https://doi.org/10.3848/iif.2010.295.2849
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      • Department of Economics 622

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