Türkiye’deki Banka Faaliyet Türleri İle Ekonomik Büyüme Arasındaki İlişkinin Araştırılması

Öz

Bu çalışmanın amacı, Türkiye’de faaliyet gösteren katılım, mevduat ve yatırım bankacılığı sektörü ile ekonomik büyüme arasındaki ilişkiyi incelemektir. Çalışmada, 2010Q1-2020Q2 arasındaki toplam 42 çeyrek dönemlik veriler ARDL sınır testi ile incelenmiştir. Katılım, mevduat ve yatırım bankacılığı sektörü için ayrı ayrı araştırma modeli kurulmuştur. Kurulan modellerde ilgili sektörlere ilişkin verilen krediler, kullandırılan fonlar, toplam aktifler ve net faaliyet karı bağımsız değişken olarak; gayri safi yurt içi hasıla ise ekonomik büyümeyi temsilen bağımlı değişken olarak ele alınmıştır. Analizde öncelikle çeyrek dönem seriler mevsimsellikten arındırılmış ve logaritmik transformasyona tabi tutulmuştur. Ardından serilerin durağanlılığı sınanmış ve ARDL sınır testi uygulanmıştır. Analizden elde edilen bulgularda katılım, mevduat ve yatırım bankacılığı sektörü ile ekonomik büyüme uzun dönemde eş bütünleşiktir. Diğer bir ifadeyle bankacılık faaliyet türleri ile ekonomik büyüme arasında pozitif yönlü ilişki tespit edilmiştir. Çalışmadan elde edilen diğer bir bulgu da, bankacılık faaliyet türleri arasında katılım bankalarının diğer bankacılık faaliyet türlerine kıyasla ekonomik büyümeye uzun dönemde daha fazla katkı sağladığıdır.

Anahtar Kelimeler

• Bankacılık Faaliyet Türü, Ekonomik Büyüme, ARDL sınır testi, Türkiye.

The Research on Relationship Between Bank Activity Types And Economic Growth in Turkey

Öz

The aim of this study is to investigate the relationship between economic growth and participation banking, deposit banking, development and investment banking sectors operating in Turkey. In the study, a total of 42 quarters of data between 2010/Q1 and 2020/Q2 were examined using the ARDL bound testing. The separate research model has been established for the participation, deposit and investment banking sectors. In the models established for relevant sectors loans, total assets and net operating profit as independent variables; gross domestic product is considered as the dependent variable representing economic growth. Firstly, quarterly series are seasonally adjusted and logarithmic transformation. Then, the stationarity of the series was tested. In the findings obtained from the ARDL analysis, participation, deposit, development and investment banking sector and economic growth are co-integrated in the long run. In other words, a statistically positive relationship has been found between the variables of banking activity types and economic growth. Another finding obtained from the study is that among banking activity types, participation banks contribute more to economic growth in the long run compared to other banking activities.

Anahtar Kelimeler

• Bankacılık Faaliyet Türü, Ekonomik Büyüme, ARDL sınır testi, Türkiye.

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