Yazarlar (2) |
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![]() Kırşehir Ahi Evran Üniversitesi, Türkiye |
Özet |
Using monthly data that span the period 2011:01-2021:03, this paper examines the interest rate pass-through mechanism in Turkey. The paper considers nonlinearity and employs both linear and nonlinear time series methods. The linear cointegration test yields the long-run interest rate pass-through coefficient is lower than unity, whereas the nonlinear cointegration test shows this coefficient is greater than unity. Theoretical and practical implications are discussed. |
Anahtar Kelimeler |
Makale Türü | Özgün Makale |
Makale Alt Türü | Diğer hakemli ulusal dergilerde yayınlanan tam makale |
Dergi Adı | Kırşehir Ahi Evran Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi |
Dergi ISSN | 2618-6217 |
Dergi Tarandığı Indeksler | Asos İndeks |
Makale Dili | İngilizce |
Basım Tarihi | 12-2021 |
Cilt No | 5 |
Sayı | 2 |
Sayfalar | 114 / 126 |
Makale Linki | https://dergipark.org.tr/tr/pub/aeuiibfd/issue/67403/1005497 |