Abstract
In this study, the relationship between the deposits to credit turnover rate of deposits and economic growth was investigated using quarterly observation values for the period of 2002: Q4 and 2016: Q2 of Turkish Banking system. In accordance with this purpose; unit root tests, Johansen cointegration test and the Granger causality tests has been used. As a result of the findings; examined series were stationary at the first degree. After performing Johansen's cointegration test, it was found that there was a long-run relationship between the two series. In addition, as a result of the Granger causality test, one-way causality from economic growth to deposits to credit return ratio have been detected.
Keywords: Casuality, Credits, Economic Growth
Öz
Bu çalışmada, Türk Bankacılık sistemine ait 2002:Ç4 ile 2016:Ç2 dönemi için üçer aylık gözlem değerleri kullanılarak mevduatın krediye dönüş oranı ve iktisadi büyüme arasındaki ilişki araştırılmıştır. Bu amaç doğrultusunda; geleneksel birim kök testleri, Johansen eşbütünleşme testi ve Granger nedensellik testi kullanılmıştır. Elde edilen bulgular neticesinde; incelenen serilerin birinci mertebenden durağan olduğunu sonucuna ulaşılmıştır. Uygulanan Johansen eşbütünleşme testi ile iki seri arasında uzun dönemli bir denge ilişkisi olduğu sonucuna ulaşılmıştır. Ayrıca Granger nedensellik testi ile iktisadi büyümeden mevduatın krediye dönüş oranına doğru tek yönlü bir nedensellik olduğu saptanmıştır.
Anahtar Kelimeler: Ekonomik Büyüme, Krediler, Nedensellik
Suggested citation
Türk Bankacılık Sisteminde Kredi Yaratma Kapasitesi İle İktisadi Büyüme Arasındaki İlişkinin Analizi. Alphanumeric Journal, 5(1), 37-44. http://dx.doi.org/10.17093/alphanumeric.310992
().References
2017.05.01.ECON.02
alphanumeric journal
Pages 37-44
Received: May 8, 2017
Accepted: June 22, 2017
Published: June 30, 2017
2017 Saldanlı, A., Bektaş, H., Şeker, M.
This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence, which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited.
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Faculty of Transportation and Logistics, Istanbul University
Beyazit Campus 34452 Fatih/Istanbul/TURKEY
Bahadır Fatih Yıldırım, Ph.D.
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