Empirical Analysis Of Credit Changes In Turkish Banking Sector: 2005-2017 Period
Türk Bankacılık Sektörü’nde Türkiye’deki Kredi Değişimlerinin Analitik Değerlemesi: 2005-2017 Dönemi

Author : Müge ÇETİNER -& Selvihan TAŞDELEN
Number of pages : 277-290

Abstract

In this study, it was aimed to find the factors determining the credit volume of the Turkish banking sector in order to examine the analytical evaluation of the credit changes in the Turkish Banking Sector. In the study, monthly data obtained from the Central Bank of the Republic of Turkey for the period 2005-2017 was used and this data was analyzed by nonlinear least squares (NLS) regression prediction model. First, the stationary structures of the series were removed from the trend effect and the series were made stationary. Regression analysis of Nonlinear Least Squares (NLS) was conducted to determine the relationship between the dependent variable, credit volume, and the independent variables. As a result of the study, there is a positive and statistically significant relationship was found between Credit Volume (KH) and Inflation (ENF), Credit Card Expenditures (KKH), Savings Deposit (TSRFmev), and on the contrary, a negative relationship was observed between credit volume and Central Bank Interest Income which is statistically significant. No statistically significant relationship was found between other variables and credit volume.

Keywords

Turkish Banking Sector, Credit Volume

Read: 791

Download: 210