Abstract

In this study effects of banking sector total credit volume expansion on unemployment were analysed separately by means of unit root test with multiple structural breaks of Carrion-i-Silvestre et al. (2009), cointegration test with multiple structural breaks of Maki (2012) and dynamic ordinary least square method for 1986-2013; 2000:Q1-2013:Q2 and 2005:M01-2013:M05 period. As a result of the analysis it was determined that credit volume increases have got a reducing effect on unemployment in Turkey

Keywords

• Credit Volume, Unemployment, Unit Root and Cointegration with Multiple Structural Breaks

Bankacılık Sektörü Kredi Hacmi Genişlemesinin İşsizlik Üzerindeki Etkileri: Çoklu Yapısal Kırılmalı Eştümleşme Analizi

Öz

Bu çalışmada, Türkiye’de bankacılık sektörü toplam kredi hacminin işsizlik üzerindeki etkileri, Carrion-i-Silvestre vd. (2009) çoklu yapısal kırılmalı birim kök testi, Maki (2012) çoklu yapısal kırılmalı eştümleşme testi ve dinamik en küçük kareler yöntemi yardımıyla, 1986-2013; 2000:Q1-2013:Q2 ve 2005:M01-2013:M05 dönemleri için ayrı ayrı analiz edilmiştir. Analiz sonucunda, Türkiye’de kredi hacmindeki artışların, işsizlik oranını azaltıcı etkiye sahip olduğu belirlenmiştir.

Anahtar Kelimeler

• Kredi Hacmi, İşsizlik, Çoklu Yapısal Kırılmalı Birim Kök ve Eştümleşme

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