EFFECT OF INFLATION UNCERTAINTY ON CREDIT VOLUME

Year 2021, Volume: 20 Issue: 79, 1370 - 1384, 01.07.2021

Seray Erkan , Servet Ceylan

https://doi.org/10.17755/esosder.713423

Cited By: 1

Abstract

Keywords

: Inflation uncertanity, Credit volume, Banking Sector, Asymetric İnformation, ARDL

ENFLASYON BELİRSİZLİĞİNİN KREDİ HACMİ ÜZERİNDEKİ ETKİSİ

Abstract

Ekonomide enflasyon yüksekliği kadar enflasyon belirsizliği de diğer bütün sektörlerde olduğu gibi bankacılık sektörünü olumsuz etkilemektedir. Enflasyon belirsizliğinin kredi piyasasında risk oluşturmakta ve piyasa aksaklığı yaratarak kredi hacmini düşürmektedir. Çalışmada Türkiye ekonomisinde enflasyon belirsizliğinin banka kredi hacmi üzerindeki olası etkisini araştırılmıştır. Bu amaçla ARDL yöntemine dayalı sınır testi kullanılarak enflasyon belirsizliği ile kredi hacmi arasındaki uzun dönem ilişki incelenmiştir. Elde edilen bulgular, iki değişken arasında uzun dönemli ilişki olduğunu ve Türkiye ekonomisinde enflasyon belirsizliğinin kredi hacmini olumsuz etkilediğini göstermiştir.

Keywords

Enflasyon Belirsizliği, kredi hacmi, bankacılık sektörü, asimetrik bilgi, ADRL

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