Non-performing Loans in Turkish Banking Sector and Macro Economic Effects
In the Turkish banking sector, ratio of non-performing loans in total loans significantly increased in crisis periods and affected negative both banking sector and real sector. In this study, non-performing loans relation with banking sector volume of domestic credit volume, real GDP, total private...
| Main Authors: | , |
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| Format: | Article |
| Language: | Turkish |
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Usak University
2014-01-01
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| Series: | Optimum Ekonomi ve Yönetim Bilimleri Dergisi |
| Subjects: | |
| Online Access: | http://dergipark.gov.tr/download/article-file/202153 |
| _version_ | 1797915815070138368 |
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| author | Nazan ŞAHBAZ Ahmet İNKAYA |
| author_facet | Nazan ŞAHBAZ Ahmet İNKAYA |
| author_sort | Nazan ŞAHBAZ |
| collection | DOAJ |
| description | In the Turkish banking sector, ratio of non-performing loans in total loans significantly increased in crisis periods and affected negative both banking sector and real sector. In this study, non-performing loans relation with banking sector volume of domestic credit volume, real GDP, total private consumption expenditures and private fixed capital expenditures are tested with Granger causality test and VAR method in the axis of 1998Q2-2012Q3 quaterly data for the years. While cointegration analysis putting a long-term relationship between non-performing loans and these macroeconomic variables, Granger causality tests show that these relationships are bi-directional. |
| first_indexed | 2024-04-10T12:47:39Z |
| format | Article |
| id | doaj.art-a4dfcf388ea047478fe1d0755f3c1cef |
| institution | Directory Open Access Journal |
| issn | 2148-4228 2148-4228 |
| language | Turkish |
| last_indexed | 2024-04-10T12:47:39Z |
| publishDate | 2014-01-01 |
| publisher | Usak University |
| record_format | Article |
| series | Optimum Ekonomi ve Yönetim Bilimleri Dergisi |
| spelling | doaj.art-a4dfcf388ea047478fe1d0755f3c1cef2023-02-15T16:13:59ZturUsak UniversityOptimum Ekonomi ve Yönetim Bilimleri Dergisi2148-42282148-42282014-01-01116982Non-performing Loans in Turkish Banking Sector and Macro Economic EffectsNazan ŞAHBAZAhmet İNKAYAIn the Turkish banking sector, ratio of non-performing loans in total loans significantly increased in crisis periods and affected negative both banking sector and real sector. In this study, non-performing loans relation with banking sector volume of domestic credit volume, real GDP, total private consumption expenditures and private fixed capital expenditures are tested with Granger causality test and VAR method in the axis of 1998Q2-2012Q3 quaterly data for the years. While cointegration analysis putting a long-term relationship between non-performing loans and these macroeconomic variables, Granger causality tests show that these relationships are bi-directional.http://dergipark.gov.tr/download/article-file/202153Turkish Banking SectorNon-performing LoansImpulse-Response Functions |
| spellingShingle | Nazan ŞAHBAZ Ahmet İNKAYA Non-performing Loans in Turkish Banking Sector and Macro Economic Effects Optimum Ekonomi ve Yönetim Bilimleri Dergisi Turkish Banking Sector Non-performing Loans Impulse-Response Functions |
| title | Non-performing Loans in Turkish Banking Sector and Macro Economic Effects |
| title_full | Non-performing Loans in Turkish Banking Sector and Macro Economic Effects |
| title_fullStr | Non-performing Loans in Turkish Banking Sector and Macro Economic Effects |
| title_full_unstemmed | Non-performing Loans in Turkish Banking Sector and Macro Economic Effects |
| title_short | Non-performing Loans in Turkish Banking Sector and Macro Economic Effects |
| title_sort | non performing loans in turkish banking sector and macro economic effects |
| topic | Turkish Banking Sector Non-performing Loans Impulse-Response Functions |
| url | http://dergipark.gov.tr/download/article-file/202153 |
| work_keys_str_mv | AT nazansahbaz nonperformingloansinturkishbankingsectorandmacroeconomiceffects AT ahmetinkaya nonperformingloansinturkishbankingsectorandmacroeconomiceffects |