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BATI BALKAN ÜLKELERİ İLE SEÇİLMİŞ OECD ÜLKELERİ (2010 - 2019) ARASINDA İŞSİZLİĞİN TAHSİLİ GECİKMİŞ KREDİLER ÜZERİNE ETKİSİ

Yıl 2022, Cilt 9, Sayı 1, 656 - 678, 23.03.2022
https://doi.org/10.30798/makuiibf.979620

Öz

Bu çalışmanın temel amacı, Batı Balkan ülkeleri ve bazı seçilmiş OECD ülkeleri arasında karşılaştırmalı bir analiz yoluyla işsizliğin sorunlu krediler üzerindeki etkisini belirlemektir. Takipteki alacakların (TGA) büyüklüğü, bir ülkenin bankacılık sektörünün istikrarında kilit rol oynamaktadır. Takipteki alacakları açıklayan makroekonomik faktörler, bir ülke için olduğu kadar bankalar için de çok önemli bilgiler içermektedir ve bu konuda gelişmekte olan ülkelerle gelişmiş ülkeleri karşılaştıran çalışmalar az ilgi görmektedir. Bu çalışmayı gerçekleştirmek için Dünya Bankası, Örgütün resmi raporlarından alınan ikincil veriler üzerinde, özellikle Lineer Regresyon, Rassal Etki, Sabit Etki, Huasman - Taylor Regresyon ve Genelleştirilmiş Tahmin Denklemleri (GEE Modeli) olmak üzere panel veriler ve nicel ekonometrik modeller uygulanmıştır. Ekonomik İşbirliği ve Kalkınma için 2010-2019 döneminde. İktisat teorisi ve bulgularımıza dayanarak, işsizlik oranı ile takipteki krediler arasındaki ilişkinin doğru orantılı olduğunu söyleyebiliriz: işsizlik oranındaki bir artış, takipteki kredi oranındaki artışa yol açmaktadır. Ayrıca, bulgular, işsizlik oranının kontrol edilmesinin, takipteki kredilerin seviyesini kontrol etmeye yardımcı olduğunu göstermektedir.

Kaynakça

  • Anderson, S. (2020, April 28), Remittance. Retrieved from Investopedia: https://www.investopedia.com/terms/r/remittance.asp.
  • Clichici, D., and Colesnicova, T. (2014), The impact of macroeconomic factors on non-performing loans in the Republic of Moldova. Journal of Financial and Monetary Economics, 73-78.
  • Drury, A. (2020, March 9). Non Performing Loan. Retrieved from Investopedia: https://www.investopedia.com/terms/n/nonperformingloan.asp#:~:text=A%20nonperforming%20loan%20%28NPL%29%20is%20a%20loan%20in,as%20zero%20payments%20of%20either%20principal%20or%20interest.
  • Fajar, H., and Umanto, U. (2017), The impact of macroeconomic and bank-specific factors toward non-performing loan: evidence from Indonesian public banks. Banks and Bank Systems, 12(1), 67-74.
  • Karim, A., and Anjom, W. (2016), Relationship between non-performing loans and macroeconomic factors (with specific factors: a case study on loan portfolios- SAARC countries prespective). Asia Pacific Journals of Finance and Risk Managment. 15(3), 84-103.
  • Kjosevskia, J., Petkovski, M., and Naumovska, E. (2019), Bank-specific and macroeconomic determinants of nonperforming loans in the Republic of Macedonia:. Economic Research-Ekonomska Istraživanja, 32(1), 1185–1203.
  • Klein, N. (2013), Non-Performing Loans in CESEE: Determinants and Impact on Macroeconomic Performance. IMF Working Paper European Department.
  • Krugman, P., and Wells, R. (2018), Macroeconomics, Fifth Edition. New York: Worth Publishers. M. Bloem, A., and Freeman, R. (2005), The Treatment of Nonperforming Loans. BOPCOM-05/29, 15.
  • Mankiw, G., and Mark, T. (2013), Economics. Tirane: Shtepia Botuse Univesitare "UET Press".
  • Manqellari, A., Haderi, S., Kule, D., and Qirici, S. (2007), Hyrje në Ekonomi. Tiranë: In Collection 5.
  • Mazreku, I., Morina, F., Misiri, V., V.Spiteri, J., and Grima, S. (2018), Determinants of the Level of Non-Performing Loans in. European Research Studies Journal, XXI(3), 3 - 13.
  • Mustafa, I., and Ali, J. (2013), Ekonomia. Prishtina: Libri Shkollor.
  • Saba, I., Kouser, R., and Azeem, M. (2012), Determinants of Non Performing Loans: Case of US Banking Sector. The Romanian Economic Journal, XV(44), 141-152.
  • San, T. (2016), The Effects of the Changes in Some Macroeconomic Indicators on the Non-Performing Loans in the Albanian Banking Sector (2007-2014). Mediterranean Journal of Social Sciences, 162.
  • Scott, G. (2020, February 24), Foreign Direct Investments. Retrieved from Investopedia:
  • https://www.investopedia.com/terms/f/fdi.asp#:~:text=A%20foreign%20direct%20investment%20%28FDI%29%20is%20an%20investment,acquires%20foreign%20business%20assets%20in%20a%20foreign%20company.
  • Segal, T. (2021, April 26), Non Performing Loan. Retrieved from Investopedia: https://www.investopedia.com/terms/n/nonperformingloan.asp
  • Silver, C., Chen, J., and Kagan, J. (2019, January 21). Real Interest Rate. Retrieved from Investopedia: https://www.investopedia.com/terms/r/realinterestrate.asp#:~:text=A%20real%20interest%20rate%20is%20an%20interest%20rate,of%20time-preference%20for%20current%20goods%20over%20future%20goods.
  • Turan, G., and Koskija, A. (2014), Nonperforming Loans in Albania. Academic Journal of Interdisciplinary Studies., 491-500.
  • Zeng, S. (2012), Bank Non-Performing Loans (NPLS): A Dynamic Model and Analysis in China. Modern Economics, 3, 100-110.

A COMPARATIVE ANALYSIS BETWEEN WESTERN BALKAN COUNTRIES AND SELECTED OECD COUNTRIES (2010 - 2019) OF THE EFFECT OF UNEMPLOYMENT ON NON-PERFORMING LOAN

Yıl 2022, Cilt 9, Sayı 1, 656 - 678, 23.03.2022
https://doi.org/10.30798/makuiibf.979620

Öz

The main purpose of this paper is to determine the effect of unemployment on non-performing loans through a comparative analysis between the Western Balkans countries and some selected OECD countries. The size of non-performing loans (NPLs) plays a key role in the stability of the banking sector of a country. Macroeconomic factors that explain the NPLs contain very important information for banks as well as for a country and studies in this regard, which compare developing countries and already developed ones have received little attention. To carry out this study, panel data and quantitative econometric models have been applied, specifically Linear Regression, Random Effect, Fixed Effect, Huasman - Taylor Regression and Generalized Estimating Equations (GEE Model) on secondary data from official reports of the World Bank, Organization for Economic Cooperation and Development, during the period from 2010 to 2019. Based on economic theory and our findings, we can say that the relationship between the unemployment rate and non-performing loans is directly proportional: an increase in the unemployment rate will lead to an increase in the non-performing loan rate. Moreover, Findings show that controlling the rate of unemployment helps in controlling the level of non-performing loans

Kaynakça

  • Anderson, S. (2020, April 28), Remittance. Retrieved from Investopedia: https://www.investopedia.com/terms/r/remittance.asp.
  • Clichici, D., and Colesnicova, T. (2014), The impact of macroeconomic factors on non-performing loans in the Republic of Moldova. Journal of Financial and Monetary Economics, 73-78.
  • Drury, A. (2020, March 9). Non Performing Loan. Retrieved from Investopedia: https://www.investopedia.com/terms/n/nonperformingloan.asp#:~:text=A%20nonperforming%20loan%20%28NPL%29%20is%20a%20loan%20in,as%20zero%20payments%20of%20either%20principal%20or%20interest.
  • Fajar, H., and Umanto, U. (2017), The impact of macroeconomic and bank-specific factors toward non-performing loan: evidence from Indonesian public banks. Banks and Bank Systems, 12(1), 67-74.
  • Karim, A., and Anjom, W. (2016), Relationship between non-performing loans and macroeconomic factors (with specific factors: a case study on loan portfolios- SAARC countries prespective). Asia Pacific Journals of Finance and Risk Managment. 15(3), 84-103.
  • Kjosevskia, J., Petkovski, M., and Naumovska, E. (2019), Bank-specific and macroeconomic determinants of nonperforming loans in the Republic of Macedonia:. Economic Research-Ekonomska Istraživanja, 32(1), 1185–1203.
  • Klein, N. (2013), Non-Performing Loans in CESEE: Determinants and Impact on Macroeconomic Performance. IMF Working Paper European Department.
  • Krugman, P., and Wells, R. (2018), Macroeconomics, Fifth Edition. New York: Worth Publishers. M. Bloem, A., and Freeman, R. (2005), The Treatment of Nonperforming Loans. BOPCOM-05/29, 15.
  • Mankiw, G., and Mark, T. (2013), Economics. Tirane: Shtepia Botuse Univesitare "UET Press".
  • Manqellari, A., Haderi, S., Kule, D., and Qirici, S. (2007), Hyrje në Ekonomi. Tiranë: In Collection 5.
  • Mazreku, I., Morina, F., Misiri, V., V.Spiteri, J., and Grima, S. (2018), Determinants of the Level of Non-Performing Loans in. European Research Studies Journal, XXI(3), 3 - 13.
  • Mustafa, I., and Ali, J. (2013), Ekonomia. Prishtina: Libri Shkollor.
  • Saba, I., Kouser, R., and Azeem, M. (2012), Determinants of Non Performing Loans: Case of US Banking Sector. The Romanian Economic Journal, XV(44), 141-152.
  • San, T. (2016), The Effects of the Changes in Some Macroeconomic Indicators on the Non-Performing Loans in the Albanian Banking Sector (2007-2014). Mediterranean Journal of Social Sciences, 162.
  • Scott, G. (2020, February 24), Foreign Direct Investments. Retrieved from Investopedia:
  • https://www.investopedia.com/terms/f/fdi.asp#:~:text=A%20foreign%20direct%20investment%20%28FDI%29%20is%20an%20investment,acquires%20foreign%20business%20assets%20in%20a%20foreign%20company.
  • Segal, T. (2021, April 26), Non Performing Loan. Retrieved from Investopedia: https://www.investopedia.com/terms/n/nonperformingloan.asp
  • Silver, C., Chen, J., and Kagan, J. (2019, January 21). Real Interest Rate. Retrieved from Investopedia: https://www.investopedia.com/terms/r/realinterestrate.asp#:~:text=A%20real%20interest%20rate%20is%20an%20interest%20rate,of%20time-preference%20for%20current%20goods%20over%20future%20goods.
  • Turan, G., and Koskija, A. (2014), Nonperforming Loans in Albania. Academic Journal of Interdisciplinary Studies., 491-500.
  • Zeng, S. (2012), Bank Non-Performing Loans (NPLS): A Dynamic Model and Analysis in China. Modern Economics, 3, 100-110.

Ayrıntılar

Birincil Dil İngilizce
Konular Sosyal
Bölüm Araştırma Makaleleri
Yazarlar

Ajshe KOMONİ Bu kişi benim
University “Haxhi Zeka
0000-0002-2386-7921
Kosovo


Fisnik MORİNA Bu kişi benim
University “Haxhi Zeka
0000-0003-1071-0439
Türkiye


Simon GRIMA
University of Malta
0000-0003-1523-5120
Malta


Ercan ÖZEN (Sorumlu Yazar)
USAK UNIVERSITY
0000-0001-5018-6796
Türkiye


İbish MAZREKU Bu kişi benim
University “Haxhi Zeka
0000-0001-5018-6796
Kosovo

Yayımlanma Tarihi 23 Mart 2022
Başvuru Tarihi 7 Ağustos 2021
Kabul Tarihi 2 Aralık 2021
Yayınlandığı Sayı Yıl 2022, Cilt 9, Sayı 1

Kaynak Göster

APA Komoni, A. , Morina, F. , Grıma, S. , Özen, E. & Mazreku, İ. (2022). A COMPARATIVE ANALYSIS BETWEEN WESTERN BALKAN COUNTRIES AND SELECTED OECD COUNTRIES (2010 - 2019) OF THE EFFECT OF UNEMPLOYMENT ON NON-PERFORMING LOAN . Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi , 9 (1) , 656-678 . DOI: 10.30798/makuiibf.979620