BATI BALKAN ÜLKELERİ İLE SEÇİLMİŞ OECD ÜLKELERİ (2010 - 2019) ARASINDA İŞSİZLİĞİN TAHSİLİ GECİKMİŞ KREDİLER ÜZERİNE ETKİSİ

Year 2022, , 656 - 678, 23.03.2022

Ajshe Komoni Fisnik Morina Simon Grıma , Ercan Özen , İbish Mazreku

https://doi.org/10.30798/makuiibf.979620

Abstract

Bu çalışmanın temel amacı, Batı Balkan ülkeleri ve bazı seçilmiş OECD ülkeleri arasında karşılaştırmalı bir analiz yoluyla işsizliğin sorunlu krediler üzerindeki etkisini belirlemektir. Takipteki alacakların (TGA) büyüklüğü, bir ülkenin bankacılık sektörünün istikrarında kilit rol oynamaktadır. Takipteki alacakları açıklayan makroekonomik faktörler, bir ülke için olduğu kadar bankalar için de çok önemli bilgiler içermektedir ve bu konuda gelişmekte olan ülkelerle gelişmiş ülkeleri karşılaştıran çalışmalar az ilgi görmektedir. Bu çalışmayı gerçekleştirmek için Dünya Bankası, Örgütün resmi raporlarından alınan ikincil veriler üzerinde, özellikle Lineer Regresyon, Rassal Etki, Sabit Etki, Huasman - Taylor Regresyon ve Genelleştirilmiş Tahmin Denklemleri (GEE Modeli) olmak üzere panel veriler ve nicel ekonometrik modeller uygulanmıştır. Ekonomik İşbirliği ve Kalkınma için 2010-2019 döneminde. İktisat teorisi ve bulgularımıza dayanarak, işsizlik oranı ile takipteki krediler arasındaki ilişkinin doğru orantılı olduğunu söyleyebiliriz: işsizlik oranındaki bir artış, takipteki kredi oranındaki artışa yol açmaktadır. Ayrıca, bulgular, işsizlik oranının kontrol edilmesinin, takipteki kredilerin seviyesini kontrol etmeye yardımcı olduğunu göstermektedir.

Keywords

Donuk krediler, İşsizlik, Batı Balkan ülkeleri, OECD ülkeleri.

A COMPARATIVE ANALYSIS BETWEEN WESTERN BALKAN COUNTRIES AND SELECTED OECD COUNTRIES (2010 - 2019) OF THE EFFECT OF UNEMPLOYMENT ON NON-PERFORMING LOAN

Abstract

The main purpose of this paper is to determine the effect of unemployment on non-performing loans through a comparative analysis between the Western Balkans countries and some selected OECD countries. The size of non-performing loans (NPLs) plays a key role in the stability of the banking sector of a country. Macroeconomic factors that explain the NPLs contain very important information for banks as well as for a country and studies in this regard, which compare developing countries and already developed ones have received little attention. To carry out this study, panel data and quantitative econometric models have been applied, specifically Linear Regression, Random Effect, Fixed Effect, Huasman - Taylor Regression and Generalized Estimating Equations (GEE Model) on secondary data from official reports of the World Bank, Organization for Economic Cooperation and Development, during the period from 2010 to 2019. Based on economic theory and our findings, we can say that the relationship between the unemployment rate and non-performing loans is directly proportional: an increase in the unemployment rate will lead to an increase in the non-performing loan rate. Moreover, Findings show that controlling the rate of unemployment helps in controlling the level of non-performing loans

Keywords

Non-performing loans, Unemployment, Western Balkan countries, OECD countries.

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