Gelişmekte Olan Ülkelerdeki Bankacılık Krizlerinin Çok Değişkenli Logit Yöntemiyle Öngörülmesi

Year 2007, Volume: 62 Issue: 04, 1 - 31, 01.04.2007

Halil Altıntaş Bülent Öz

https://doi.org/10.1501/SBFder_0000002047

Abstract

Keywords

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GELİŞMEKTE OLAN ÜLKELERDEKİ BANKACILIK KRİZLERİNİN ÇOK DEĞİŞKENLİ LOGİT YÖNTEMİYLE ÖNGÖRÜLMESİ

Abstract

Bu çalışma 1990-2002 yılları arasında gelişmekte olan 20 ülkede bankacılık krizlerinin ortaya çıkmasıyla ilişkili hangi faktörlerin faydalı öncü göstergeler olabileceğini incelemektedir. Çalışmada kullanılan 16 açıklayıcı değişken seçilirken bankacılık krizleri üzerine teorik ve ampirik literatürden yararlanılmıştır. Değişkenler, etkin kredi kullanımını ve kredi kullananların geri ödeme kapasitelerindeki değişimleri temsil eden reel sektör, bankacılık sisteminde aşırı mevduat çekilişlerini ve güven kaybını gösteren veya banka bilançolarının bozulmasını temsil eden bankacılık sektörü ile bankacılık sektörünün istikrarını doğrudan ve dolaylı etkileyen şoklarla ilişkilidir. Farklı çok değişkenli logit modelleri kullanılarak elde edilen ampirik bulgular, uluslararası rezerv büyüklüğünün azalması, M2/uluslararası rezervler ve toplam mevduat/GSYİH oranının artması ve yurtdışı faiz oranı farklılıkları artışının bankacılık krizi olasılığını artırdığını göstermektedir. Reel faiz oranı, yurt içi kredi büyüklüğü ve kamu göstergelerinin de bağımsız etkiye sahip olmadıkları görülmüştür.

Keywords

Bankacılık krizleri, erken uyarı göstergeleri, finansal kırılganlık, gelişmekte olan ülkeler, logit yöntemi

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