Prediction of the 5-Year Future of the Banking Sector in G20 Countries with ARIMA Method

Abstract

In this study, it is aimed to predict the future size of the banking sector of G20 countries. In this context, 15 different countries whose data can be reached in the period of 1960-2018 were included in the scope of the study. These data were analyzed by ARIMA method and forecasts were made for 2019-2023. According to the results of the analysis, it is foreseen that the ratio of loans extended to private sector by the banks to the GDP will increase in the next 5 years for 14 different G20 countries. This result indicates that the banking sector will be more effective in the world in the future. However, it is estimated that this rate will decrease for India in the next 5 years. Therefore, it would be appropriate for the Indian government and authorities to take action on this issue. 

Keywords

• Banking,G20 Countries,ARIMA

G20 ÜLKELERİNDE BANKACILIK SEKTÖRÜNÜN 5 YILLIK GELECEĞİNİN ARIMA YÖNTEMİ İLE TAHMİN EDİLMESİ

Abstract

Bu çalışmada, G20 ülkelerinin bankacılık sektörünün gelecekteki büyüklüğü tahmin edilmeye çalışılacaktır. Bu çerçevede, 1960-2018 dönem aralığındaki verilerine ulaşılabilen 15 farklı ülke inceleme kapsamına alınmıştır. Söz konusu veriler ARIMA yöntemi ile analiz edilmiş ve 2019-2023 yıllarına yönelik tahminlerde bulunulmuştur. Elde edilen analiz sonuçlarına göre, 14 farklı G20 ülkesi için önümüzdeki 5 yıl içerisinde bankalar tarafından özel sektöre verilen kredilerin GSYİH rakamına oranının artacağı öngörülmektedir. Belirtilen bu sonuç, gelecekte bankacılık sektörünün dünyada daha etkin olacağını ifade etmektedir. Buna karşın, Hindistan için önümüzdeki 5 yılda bu oranın azalacağı tahmin edilmektedir. Bundan dolayı, Hindistan hükümetinin ve yetkili kuruluşların bu konuya yönelik aksiyon almaları yerinde olacaktır. 

Keywords

• Bankacılık,G20 Ülkeleri,ARIMA

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