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İktisadi büyümenin birçok unsuru olmakla birlikte; çalışmada ekonomik büyümenin kredi hacmi ile olan ilişkisi analiz edilmektedir. Özellikle ülke ekonomilerinin büyüme süreçlerinde banka kredilerinin önemli bir role sahip olduğu düşünülmektedir.
Bu çalışmada, Türkiye’de banka kredileri ve iktisadi büyüme arasındaki ilişkiyi ve yönünü belirlemek amaçlanmıştır. Bu doğrultuda 2005Q1-2021Q4 dönemi üç aylık zaman serilerini içeren analizde; ekonomik büyümenin göstergesi olarak kullanılan Gayrisafi Yurtiçi Hasıla (GSYH), ihracat ve kredi değişkenleri arasında uzun dönemli birlikteliği tespit etmek amacıyla Johansen Eşbütünleşme Testi, değişkenler arasındaki nedenselliğin yönünü görebilmek için Granger Nedensellik Testi uygulanmış ve son olarak Vektör Hata Düzeltme Modeli (VECM) analizinden faydalanılmıştır. Elde edilen bulgulara göre; banka kredilerinden GSYİH’ya doğru bir nedensellik ilişkisi söz konusudur. Öte yandan, GSYİH’dan banka kredilerine doğru nedensellik ilişkisi de bulunmaktadır. Bu doğrultuda Türkiye’de banka kredileri ile milli gelir düzeyi arasında çift yönlü bir ilişki olduğu gözlemlenmektedir. Yurtiçi mevduat verilerinden ihracat ile GSYİH arasında doğru bir nedensellik ilişkisi tespit edilemezken; mevduat verilerinin artış hızının yurtiçi kredi miktarının bir nedeni olduğu sonucuna da varılmıştır.
Although there are many elements of economic growth, the study analyzes the relationship of economic growth with the amount of credit. Bank loans play an important role in the growth process of the country’s economy.
In this study, the aim is to determine the relationship and direction between bank loans and economic growth in Turkey. In this regard, in the analysis of the 2005Q1-2021Q4 period, which includes three-month time series; for the purpose of identifying the long-term cohesion between export and credit variables, the Johansen Integration Test, which was used as an indicator of economic growth, the Granger Causability Test was applied to see the direction of causality between variables and finally the Vector Error Correction Model (VECM) analysis was used. According to the findings obtained, a causal relationship from bank loans to GDP is concerned. On the other hand, there is a correct causal relationship from GDP to bank loans. There is a bilateral relationship between bank loans and national income levels in Turkey. While the exact causal relationship between export and GDP from domestic deposit data is not identified, it has also been concluded that the rate of increase in deposit data is a cause of the amount of domestic loan.
Although there are many elements of economic growth; In this study, the relationship between economic growth and credit volume is analyzed. It is thought that bank loans have an important role especially in the growth processes of national economies.
In this study, it is aimed to determine the relationship and direction between bank loans and economic growth in Turkey. In this direction, in the analysis including the three-month time series for the period 2005Q1-2021Q4; The Johansen Cointegration Test was used to determine the long-term association between the Gross Domestic Product (GDP), export and credit variables used as an indicator of economic growth, the Granger Causality Test was applied to see the direction of causality between the variables and finally the Vector Error Correction Model (VECM) analysis was used. According to the findings obtained; There is a causal relationship from bank loans to GDP. On the other hand, there is also a causal relationship from GDP to bank loans. Thus, it is observed that there is a bidirectional relationship between bank loans and the level of national income in Turkey. While a correct causal relationship between exports and GDP cannot be determined from the domestic deposit data; It is concluded that the increase rate of deposit data is a reason for the amount of domestic credit
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
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