Makro İhtiyati Politikaların Türk Bankacılık Sistemi Toplam Kredi Hacmi Üzerindeki Etkisi

Year 2020, Issue: 114, 419 - 440, 01.10.2020

Sevim Nur Şahbalı , Ferudun Kaya

https://doi.org/10.33203/mfy.769386

Cited By: 1

Abstract

Makro ihtiyati politikaların henüz yeni yeni gündeme gelmesiyle politika araçlarının etkinliği konusunda deneme yanılma yöntemine başvurulmuş, bu durum da makro ihtiyati politikalar üzerine çalışmalar yapılması konusunda ihtiyaç duyulduğunu göstermiştir. Bu çalışmanın amacı, finansal istikrarı sağlamak için 2010 yılından itibaren sıklıkla kullanılan makro ihtiyati politikaların Türk bankacılık sistemi toplam kredi hacmi üzerinde etkilerinin nasıl olduğunu değerlendirmektir. Bu bağlamda Türkiye’de yer alan bankacılık sektörü toplam kredi hacmi, Ocak 2011- Aralık 2018 döneminin aylık frekanstaki verileri kullanılarak VAR analiziyle tahmin edilmiştir.

Keywords

Makro İhtiyati Politikalar, Finansal İstikrar, VAR Analizi

The Effects of Macroprudential Policies on The Total Loan Volume in Turkish Banking System

Abstract

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