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Bu çalışmada Türkiye’de bankacılık sektörü yurtiçi kredi hacmindeki genişleme ile cari açık arasındaki etkileşim, 1992:Q1 - 2017:Q4 dönemi göz önünde bulundurularak yapısal kırılmalı zaman serisi analizi yöntemleriyle incelenmiştir. Serilerin durağanlığı Vogelsang ve Perron (1998) birim kök testiyle sınanmış ve serilerin farklı düzeylerde durağan oldukları belirlenmiştir. Seriler arasındaki eş bütünleşme ilişkileri Sınır Testi ile incelenmiş ve serilerin bütünleşik oldukları görülmüştür. Eş bütünleşme denklemindeki yapısal kırılma tarihleri Bai ve Perron (2003) yöntemiyle tespit edilmiştir. Analiz sonuçlarına göre, bankacılık sektörü yurtiçi kredi hacmindeki %1’lik artışın, cari açığın milli gelire oranını uzun dönemde %0.02, sanayi üretim endeksi artış oranındaki % 1’lik artışın ise cari işlemler açığını uzun dönemde %1.02 artırdığı görülmüştür. Modelin hata düzeltme mekanizması çalışmaktadır.
In this study, the interaction between the expansion of the domestic credit volume of the banking sector in Turkey and the currency open, 1992:Q1 - 2017:Q4 period was studied by the methods of structural break-down time series analysis. The standing of the series was tested by Vogelsang and Perron (1998) unit root test and the series were determined to be standing at different levels. The integration relationships between the series have been studied by the Border Test and the series have been found to be integrated. The structural breakdown dates in the equation of gender integration were identified by the Bai and Perron (2003) method. According to the results of the analysis, the banking sector increased by 1% in the domestic loan volume, the national income ratio of the currency gap in the long term was 0. The increase of 1% in the rate of industrial production index increase, while the gap in commercial transactions has been seen to increase 1.02% in the long term. The model’s error correction mechanism works.
In this study, the interaction between current account deficit and expansion of domestic credit volume in banking sector is investigated for Turkey by time series analysis with structural break methods for the period of 1992:Q1 - 2017:Q4. Stationarity of the series is tested by Vogelsang and Perron (1998) unit root test and the series are found to be stationary at different levels. Cointegration relationships between the series are examined by Bounds Testing and the series are found to be cointegrated. Structural break dates in the cointegration equation are determined by Bai and Perron (2003) method. Long and short-term analyzes are carried out using ARDL method and it is determined that 1% increase in domestic credit volume in banking sector inclines the ratio of current account deficit to national income by 0.02% in the long term. Moreover, it is seen that 1% increase in industrial production index ascends current account deficit by 1.02 % in the long term. Error correction mechanism of the model operates.
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Ulusal
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