Data for: Money Demand under Shifting Monetary Policy Regimes in Türkiye

Read full text
Authors: Veli Durmuşoğlu, Kadir Yasin Eryıgıt
Cited by: 1

Abstract

This dataset contains quarterly macroeconomic and financial variables for Türkiye covering the period 2001Q1–2024Q2. The data are used to estimate a real money demand function within an open-economy framework, incorporating income, domestic and foreign interest rates, and exchange rate effects. The dataset supports the analysis of: Variables: Log Real Money Supply (RLM2), Log Real GDP (RLGDP), Domestic Interest Rate (I_TRY), Exchange Rate (LEXC), and US Interest Rate (I_USD). Sources: Original series obtained from the Central Bank of the Republic of Türkiye (CBRT) and Federal Reserve Economic Data (FRED). Methodology: The repository includes replication files for Bai–Perron multiple structural break estimation with HAC (Newey–West) standard errors, implemented in EViews. Files Included: Raw data (Excel) Constructed variables (Real/Log transformations) EViews replication program code (.prg)

Publication details

Journal / source
Harvard Dataverse
Publication date
12 February 2026
Document type
Dataset