The Effect of The Central Bank Lending Rate On Consumer Loan Interest Rates: An Empirical Investigation

Yıl 2012, Cilt: 17 Sayı: 3, 467 - 474, 01.09.2012

  Dr.Mustafa İbicioğlu

Öz

Anahtar Kelimeler

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MERKEZ BANKASI BORÇ VERME FAİZ ORANLARININ TÜKETİCİ KREDİSİ FAİZ ORANLARI ÜZERİNDEKİ ETKİSİNİN AMPİRİK ANALİZİ

Öz

Bu çalışmanın amacı, merkez bankası borç verme faiz oranlarının bankalar tarafından kullandırılan tüketici kredisi faiz oranları üzerindeki etkisini ekonometrik yöntemler kullanarak analiz etmektir. Analizler 2002:1-2012:1 dönemine ait aylık frekansta veri seti kullanılarak gerçekleştirilmiştir. Analizler sonunda Türkiye’de Merkez Bankası borç verme faiz oranının tüketici kredisi faiz oranlarını etkileme gücünün belirli bir gecikme ile yüksek olduğu görülmüştür. Tüketici kredisi türleri açısından bakıldığında borç verme faiz oranlarının sırasıyla konut, taşıt ve nakit krediler üzerinde etkili olduğu sonucuna ulaşılmıştır

Anahtar Kelimeler

Tüketici kredisi faiz oranları, Borç verme faiz oranı, Varyans ayrıştırması, Etki-tepki analizi.

Kaynakça

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