Non-performing Loans in Turkish Banking Sector and Macro Economic Effects

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...

Full description

Bibliographic Details
Main Authors: Nazan ŞAHBAZ, Ahmet İNKAYA
Format: Article
Language:Turkish
Published: Usak University 2014-01-01
Series:Optimum Ekonomi ve Yönetim Bilimleri Dergisi
Subjects:
Turkish Banking Sector
Non-performing Loans
Impulse-Response Functions
Online Access:http://dergipark.gov.tr/download/article-file/202153
id doaj-a4dfcf388ea047478fe1d0755f3c1cef
record_format Article
spelling doaj-a4dfcf388ea047478fe1d0755f3c1cef2020-11-24T23:26:22ZturUsak 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
collection DOAJ
language Turkish
format Article
sources DOAJ
author Nazan ŞAHBAZ
Ahmet İNKAYA
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
author_facet Nazan ŞAHBAZ
Ahmet İNKAYA
author_sort Nazan ŞAHBAZ
title 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_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_sort non-performing loans in turkish banking sector and macro economic effects
publisher Usak University
series Optimum Ekonomi ve Yönetim Bilimleri Dergisi
issn 2148-4228
2148-4228
publishDate 2014-01-01
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.
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
_version_ 1725555458498887680

Similar Items