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Takipteki banka kredileri, finansal sistemde yaşanabilecek bir kırılmanın ilk uyarıcısı olası bir finansal veya ekonomik krizin erken sinyali olarak ifade edilmektedir. Aynı zamanda ekonomide yaşanan gelişmeler neticesinde makroekonomik göstergelerde meydana gelen değişmeler de kredi sahiplerinin ödemelerini etkilemekte takipteki kredi oranını etkilemektedir. Bu çalışmanın temel amacı, makroekonomik faktörlerin takipteki kredi oranını nasıl etkilediğini araştırmaktır. 2005Q1-2019Q3 dönemini kapsayan çeyreklik verilerle tahmin edilen ARDL Modeli tahmin sonuçlarına göre ekonomik büyüme ve enflasyonun takibe düşen kredi oranı azalttığı işsizlik ve döviz kurunun ise takipteki kredi oranını artırdığı belirlenmiştir. Toda-Yamamoto nedensellik testi bulgularına göre, tüm değişkenlerden takipteki kredilere doğru bir nedensellik ilişkisi olduğu işsizlik oranı ile çift yönlü nedensellik ilişkisinin varlığı tespit edilmiştir.
Following bank loans are the first warning of a breakdown in the financial system; they are expressed as the early sign of a possible financial or economic crisis. As a result of the developments in the economy, the changes in macroeconomic indicators also affect the payments of the creditors; they affect the subsequent credit rate. The main objective of this study is to explore how macroeconomic factors affect the subsequent credit rate. According to the ARDL Model forecast results, which is estimated by quarterly data covering the 2005Q1-2019Q3 period, economic growth and inflation have reduced the credit rate followed, while unemployment and exchange rate have increased the credit rate followed. According to Toda-Yamamoto Causability Test findings, all the variables have been found to have a correct Causability Relationship to the subsequent loans; the unemployment rate and the existence of a bilateral Causability Relationship.
Non-performing loans are expressed as the first warning of a possible break in the financial system; it is expressed as an early signal of a possible financial or economic crisis. At the same time, changes in macroeconomic indicators as a result of developments in the economy also affect the payments of loan holders; impact the non-performing loan ratio (NPL). The main purpose of this study is to investigate how macroeconomic factors affect the non-performing loan ratio. According to the estimation results of the ARDL Model estimated with quarterly data covering the period 2005Q1-2019Q3, economic growth and inflation decreased the NPL ratio; It was determined that unemployment and exchange rate increased the non-performing loan ratio. According to Toda-Yamamoto causality test findings, there is a causality relationship from all variables to non-performing loans; The existence of a bi-directional causality relationship with unemployment rate has been determined.
Field : Sosyal, Beşeri ve İdari Bilimler
Journal Type : Uluslararası
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