MAKROEKONOMİK GÖSTERGELERİN TAKİPTEKİ BANKA KREDİLERİ ÜZERİNE ETKİSİ: AVRUPA BÖLGESİ ÜLKELERİ İÇİN AMPİRİK BİR İNCELEME

Turgay Toksoy

EN TR

IMPACT OF MACROECONOMIC INDICATORS ON NON-PERFORMING LOANS: AN EMPIRICAL ANALYSIS FOR THE EURO AREA COUNTRIES

Abstract

There is a strong relationship between the quality of loans extended by banks and the macroeconomic variables. This study attempts to measure empirically the impact of macroeconomic indicators on non-performing bank loans (NPL). Real interest rate, economic growth, real effective exchange rate, political stability and inflation are used as macroeconomic indicators. The countries included in the analysis were 30 countries in the European Region. The dataset covers annual data for the period of 2008-2022. The empirical analysis was conducted using the bias-corrected Least Squares with Dummy Variables (LSDV) method, which is among the panel data analyses. The results of the empirical tests show that the real interest rate and inflation have positive and significant effects on NPL. These findings indicate that economic growth has a significantly negative effect on NPL. Political stability and the real effective exchange rate have no significant effect on NPL. The findings emphasize that policymakers should consider macroeconomic conditions when determining policies regarding non-performing bank loans.

Keywords

Non-Performing Loans , Europe , Panel Data , LSDV

MAKROEKONOMİK GÖSTERGELERİN TAKİPTEKİ BANKA KREDİLERİ ÜZERİNE ETKİSİ: AVRUPA BÖLGESİ ÜLKELERİ İÇİN AMPİRİK BİR İNCELEME

Öz

Bankaların kullandırmış olduğu kredilerin kalitesi ile makro ekonomik değişkenler arasında güçlü bir ilişki bulunmaktadır. Bu çalışmayla makro ekonomik göstergelerin takipteki banka kredilerine (NPL) olan etkisi ampirik olarak ölçülmeye çalışılmıştır. Makro ekonomik gösterge olarak reel faiz oranı, ekonomik büyüme, reel efektif döviz kuru, politik istikrar ve enflasyon kullanılmıştır. İncelemeye konu olan ülkeler Avrupa Bölgesi 30 ülkeyi içermektedir. Veri seti 2008-2022 dönemi ait yıllık verileri kapsamaktadır. Ampirik inceleme panel veri analizleri arasında yer alan sapması düzeltilmiş Kukla Değişkenli En Küçük Kareler (LSDV) yöntemi kullanılarak yapılmıştır. Ampirik testler neticesinde parametre tahmin sonuçları reel faiz oranı ve enflasyonun NPL üzerinde pozitif anlamlı bir etkiye sahip olduğunu göstermiştir. Bulgular ekonomik büyümenin NPL üzerinde negatif anlamlı bir etkisinin olduğuna işaret etmektedir. Politik istikrarın ve reel efektif döviz kurunun ise NPL üzerinde anlamlı bir etkisinin olmadığı görülmüştür. Bulgular politika yapıcıların takipteki banka kredilerine ilişkin herhangi bir politika belirlerken makro ekonomik koşulları göz önünde bulundurmaları gerektiğine dikkat çekmektedir.

Anahtar Kelimeler

Takipteki Banka Kredileri , Avrupa , Panel Veri , LSDV

Kaynakça

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Ayrıntılar

Birincil Dil

Türkçe

Konular

Uygulamalı Makro Ekonometri

Bölüm

Araştırma Makalesi

Yazarlar

Turgay Toksoy ^*
0000-0002-0704-4706
Türkiye

Erken Görünüm Tarihi

30 Aralık 2024

Yayımlanma Tarihi

31 Aralık 2024

Gönderilme Tarihi

30 Kasım 2024

Kabul Tarihi

23 Aralık 2024

Yayımlandığı Sayı

Yıl 2024 Cilt: 4 Sayı: 2

IZ

https://izlik.org/JA98DK36ND

APA

Toksoy, T. (2024). MAKROEKONOMİK GÖSTERGELERİN TAKİPTEKİ BANKA KREDİLERİ ÜZERİNE ETKİSİ: AVRUPA BÖLGESİ ÜLKELERİ İÇİN AMPİRİK BİR İNCELEME. Scientific Journal of Innovation and Social Sciences Research, 4(2), 130-140. https://izlik.org/JA98DK36ND

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IMPACT OF MACROECONOMIC INDICATORS ON NON-PERFORMING LOANS: AN EMPIRICAL ANALYSIS FOR THE EURO AREA COUNTRIES

Abstract

Keywords

MAKROEKONOMİK GÖSTERGELERİN TAKİPTEKİ BANKA KREDİLERİ ÜZERİNE ETKİSİ: AVRUPA BÖLGESİ ÜLKELERİ İÇİN AMPİRİK BİR İNCELEME

Öz

Anahtar Kelimeler

Kaynakça

Ayrıntılar

Birincil Dil

Konular

Bölüm

Yazarlar

Erken Görünüm Tarihi

Yayımlanma Tarihi

Gönderilme Tarihi

Kabul Tarihi

Yayımlandığı Sayı

IZ

Kaynak Göster