TÜRKİYE EKONOMİSİNDE SERMAYE GİRİŞLERİNİN BİLEŞENLERİNİN AŞIRI KREDİ GENİŞLEMELERİ ÜZERİNDEKİ ETKİLERİ

Year 2020, Volume: 16 Issue: 2, 219 - 238, 30.06.2020

Cemil Varlık

https://doi.org/10.17130/ijmeb.756831

Cited By: 1

Abstract

Bu çalışmada Türkiye ekonomisinin 2007:01 – 2019:05 dönemine ait aylık verileri kullanılarak,
net ve brüt sermaye girişlerinin ve bunların alt bileşenlerinin, aşırı kredi genişlemesi olasılığı üzerindeki
etkileri incelenmektedir. Logit model tahminleri, net ve brüt doğrudan yabancı yatırım girişlerindeki
artışların, aşırı kredi genişlemesi olasılığını azalttığını; net ve brüt portföy girişleri ile net ve brüt diğer
yatırım girişlerindeki artışların ise, aşırı kredi genişlemesi olasılığını artırdığını göstermektedir. Ayrıca
bankacılık kesimine dönük brüt diğer yatırım girişlerindeki artışlar ile hem bankacılık kesimine hem
de (banka dışı) diğer kesimlere yönelik brüt portföy borç girişlerindeki artışlar, aşırı kredi genişlemesi
olasılığı üzerinde pozitif ve anlamlı etki yaratmaktadır.

Keywords

Aşırı Kredi Genişlemesi, Brüt Sermaye Girişleri, Logit Model, Türkiye

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