MARC details
| 000 -LEADER |
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| fixed length control field |
02860 a2200421 4500 |
| 001 - CONTROL NUMBER |
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| control field |
65139 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
TR-AnTOB |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240923154757.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
121003s2006 tu 000 0 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
METU |
| Modifying agency |
TR-AnTOB |
| Transcribing agency |
TR-AnTOB |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
İngilizce |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) |
|---|
| Classification number |
TEZ ODTU IST YL'06 OGU |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Öğünç, Fethi |
| 9 (RLIN) |
37100 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Estimating the neutral real interest rate for Turkey by using an unobserved componenets model / |
| Statement of responsibility, etc. |
Fethi Öğünç, supervisor Assoc. Prof. Dr. İnciBatmaz. |
| 246 ## - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Gözlenemeyen bileşenler modeli ile nötr reel faiz oranınınTürkiye için tahminlenmesi. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Ankara; |
| Name of publisher, distributor, etc. |
, |
| Date of publication, distribution, etc. |
2006. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xi, 85 p.; |
| Dimensions |
29 cm |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Keywords : Kalman filter, Random walk model, State space models, Output gap, Real interest rate gap. |
| 502 ## - DISSERTATION NOTE |
|---|
| Dissertation note |
Thesis (M.S.) -- Middle East Technical University, 2006. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
|
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
In this study, neutral real interest rate gap and output gap are estimated jointly under two different multivariateunobserved components models with the motivation to provide empirical measures that can be used to analyze theamount of stimulus that monetary policy is passing on to the economy, and to understand historical macroeconomic developments. In the analyses, Kalman filter technique is applied to a small-scale macroeconomic model of the Turkish economy to estimate the unobserved variables for the period 1989-2005. In addition, two alternative specifications for neutral real interest rate are used in the analyses. The first model uses a random walk model forthe neutral real interest rate, whereas the second one employs more structural specification, which specifically links the neutral real rate with the trend growth rate andthe long-term course of the risk premium. Comparison of the models developed by using various performance criteriaclearly indicates the use of more structural specificationagainst random walk specification. Results suggest that though there is relatively high uncertainty surrounding the neutral real interest rate estimates to use them directly in the policy-making process, estimates appear tobe very useful for ex-post monetary policy evaluations. |
| 538 ## - SYSTEM DETAILS NOTE |
|---|
| System details note |
System requirements: World Wide Web. |
| 650 00 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| 9 (RLIN) |
32546 |
| Topical term or geographic name entry element |
Tezler, Akademik |
|
|---|
| Topical term or geographic name entry element |
Dissertations, Academic |
| 9 (RLIN) |
32543 |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Statistics. |
|
|---|
| Uncontrolled term |
Statistics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Batmaz, İnci |
| 9 (RLIN) |
37101 |
| 710 22 - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
Orta Doğu Teknik Üniversitesi (Ankara, Turkey). |
| Subordinate unit |
İstatistik Bölümü |
| 9 (RLIN) |
37102 |
| 740 ## - ADDED ENTRY--UNCONTROLLED RELATED/ANALYTICAL TITLE |
|---|
| Uncontrolled related/analytical title |
E-thesis. M.S. Statistics. |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://etd.lib.metu.edu.tr/upload/12607426/index.pdf">http://etd.lib.metu.edu.tr/upload/12607426/index.pdf</a> |
| Materials specified |
Access to full text |
| 901 ## - LOCAL DATA ELEMENT A, LDA (RLIN) |
|---|
| a |
TZ00014 |
| 902 ## - LOCAL DATA ELEMENT B, LDB (RLIN) |
|---|
| a |
SA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Thesis |
| Source of classification or shelving scheme |
Other/Generic Classification Scheme |
