KREDİ ŞOKLARININ BAYESYEN VAR YÖNTEMİ İLE AYRIŞTIRILMASI: TÜRKİYE ÖRNEĞİ

Alp Şerbetli; Murat Akbalık

doi:10.14784/marufacd.1055232

KREDİ ŞOKLARININ BAYESYEN VAR YÖNTEMİ İLE AYRIŞTIRILMASI: TÜRKİYE ÖRNEĞİ

Öz

Kredilerin, para politikası aktarım mekanizmasını hızlandırdığı ve etkisini büyüttüğü bir gerçektir. Fakat aktarım mekanizmasında farklı şoklar tarafından açıklanan kredilerin, aktarım mekanizmasındaki hızlandırıcı etkilerinin ötesinde olası bir “arz-talep” bulmacası sorununun var olduğunu göstermekte ve bu şokların tanımlanması para politikasının etkinliğini artırmaktadır. Bu çalışmada, kredi büyümesinde etkili olan şokların tarihsel olarak ayrıştırılması ve kredi büyümesinin şoklara olan tepkileri analiz edilmiştir. Çalışmada kredi piyasasına yönelen şoklar, Bayesyen VAR yöntemi ile analiz edilmiştir. Sonuçlar, analiz dönemi boyunca kredi arz ve talep şoklarının kredi büyümesi üzerinde oldukça etkili olduğunu göstermektedir. Buna ek olarak sermaye akımı şoklarının Türkiye Bankacılık Sektörü kredi büyümesinde belirleyici diğer bir baskın faktör olduğu sonucuna ulaşılmıştır

Anahtar Kelimeler

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Ayrıntılar

Birincil Dil

Türkçe

Konular

-

Bölüm

Araştırma Makalesi

Yazarlar

Alp Şerbetli Bu kişi benim
Türkiye

Murat Akbalık Bu kişi benim
Türkiye

Yayımlanma Tarihi

31 Ocak 2022

Gönderilme Tarihi

14 Haziran 2021

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2022 Cilt: 14 Sayı: 26

DOI

https://doi.org/10.14784/marufacd.1055232

IZ

https://izlik.org/JA53KL34PR

Kaynak Göster

RIS / Bibtex

APA

Şerbetli, A., & Akbalık, M. (2022). KREDİ ŞOKLARININ BAYESYEN VAR YÖNTEMİ İLE AYRIŞTIRILMASI: TÜRKİYE ÖRNEĞİ. Finansal Araştırmalar ve Çalışmalar Dergisi, 14(26), 245-273. https://doi.org/10.14784/marufacd.1055232