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

Year 2019, Volume: 1 Issue: 1, 26 - 38, 20.07.2019

Serkan Eti Hasan Dinçer Serhat Yüksel

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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