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Türkiye’de Sektörel Banka Kredilerinin Gelişimi: Bir Zaman Serisi Analizi(The Development in Sectoral Bank Loans For Turkey: A Time-Series Analysis)

By Seval MUTLU ÇAMOĞLU and Merter AKINCI

Abstract

Cash loans used by sectors are important indicators to observe the situations of economics activities, especially in economic crises periods. This study focuses on the evolution and behavior of the credit market in Turkish financial sector the periods of 1999 – 2010. Recently, the perception of the credit market’s importance in understanding many macroeconomic and financial problems has been changing. The main reason is the acknowledgment of the credit market as a key factor in understanding the transmission channels and of monetary policy. Turkish credit market is still in the stage of growth. In order to analyse the behavior of cash loans by economics activity is used Granger causality test and Johansen cointegration analysis. According to the causality analysis, the findings indicate bilateral relationship between reel credit stock and cash loans used by real estate and building sector. Morever, there are statistically significant long-run relationship between reel credit stock and cash loans used by some important sector in Turkey

Topics: Kredi Piyasası, Sektörler, Granger Nedenselliği, Johansen Eşbütünleşme Analizi, Credit Market, Sectors, Granger Causality, Johansen Cointegration Analysis, Management. Industrial management, HD28-70, Economics as a science, HB71-74
Publisher: Celal Bayar University
Year: 2012
OAI identifier: oai:doaj.org/article:1b2ad19f38874f39962b99cb20ca2226
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