Özet:

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.

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