KREDİ ŞOKLARININ BAYESYEN VAR YÖNTEMİ İLE AYRIŞTIRILMASI: TÜRKİYE ÖRNEĞİ

Alp Şerbetli; Murat Akbalık

doi:10.14784/marufacd.1055232

KREDİ ŞOKLARININ BAYESYEN VAR YÖNTEMİ İLE AYRIŞTIRILMASI: TÜRKİYE ÖRNEĞİ

Öz

Kredilerin, para politikası aktarım mekanizmasını hızlandırdığı ve etkisini büyüttüğü bir gerçektir. Fakat aktarım mekanizmasında farklı şoklar tarafından açıklanan kredilerin, aktarım mekanizmasındaki hızlandırıcı etkilerinin ötesinde olası bir “arz-talep” bulmacası sorununun var olduğunu göstermekte ve bu şokların tanımlanması para politikasının etkinliğini artırmaktadır. Bu çalışmada, kredi büyümesinde etkili olan şokların tarihsel olarak ayrıştırılması ve kredi büyümesinin şoklara olan tepkileri analiz edilmiştir. Çalışmada kredi piyasasına yönelen şoklar, Bayesyen VAR yöntemi ile analiz edilmiştir. Sonuçlar, analiz dönemi boyunca kredi arz ve talep şoklarının kredi büyümesi üzerinde oldukça etkili olduğunu göstermektedir. Buna ek olarak sermaye akımı şoklarının Türkiye Bankacılık Sektörü kredi büyümesinde belirleyici diğer bir baskın faktör olduğu sonucuna ulaşılmıştır

Anahtar Kelimeler

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Details

Primary Language

Turkish

Subjects

-

Journal Section

Research Article

Authors

Alp Şerbetli This is me
Türkiye

Murat Akbalık This is me
Türkiye

Publication Date

January 31, 2022

Submission Date

June 14, 2021

Acceptance Date

-

Published in Issue

Year 2022 Volume: 14 Number: 26

DOI

https://doi.org/10.14784/marufacd.1055232

IZ

https://izlik.org/JA53KL34PR

Cite

RIS / Bibtex

APA

Şerbetli, A., & Akbalık, M. (2022). KREDİ ŞOKLARININ BAYESYEN VAR YÖNTEMİ İLE AYRIŞTIRILMASI: TÜRKİYE ÖRNEĞİ. Finansal Araştırmalar Ve Çalışmalar Dergisi, 14(26), 245-273. https://doi.org/10.14784/marufacd.1055232