The Effect of Macroeconomic Factors on Non-Performing Loans: A Time Series Analysis for Turkey

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dc.contributor.authorBaş, Gizem
dc.contributor.authorKara, Mehmet
dc.date.accessioned2024-09-19T16:22:25Z
dc.date.available2024-09-19T16:22:25Z
dc.date.issued2021
dc.departmentHatay Mustafa Kemal Üniversitesien_US
dc.description.abstractWith the 2008 Global Crisis, Non-performing loans (NPLs) has dramatically increased in both developed and developing countries. The excessive and uncontrolled increase in NPLs caused serious deterioration in the banking system. Particularly, in the countries, such as Turkey, where the banking system has a quite significant place in financial system, the deterioration in the banking system affects not only financial markets but also the economy in a negative way. In this research paper, the association between exchange rate, interest rate, total loan volume and production (output), which are macroeconomic variables expressed as external factors in the literature, and NPLs is investigated for 2008:01-2017:12 period in Turkey. Unrestricted error correction model (UECM) and boundary test approach with the scope of ARDL analysis developed by Pesaran et al. (2001) is applied as an analysis method. Based on the analysis results, it is found that these macroeconomic variables and NPLs are cointegrated. Moreover, there is an economical and statistically significant relationship between interest rate and total loan volume and NPLs in both long and short term. In other words, it is determined that if interest rate and total loan volume increases, NPLs also move in the same direction.en_US
dc.identifier.doi10.25204/iktisad.901062
dc.identifier.endpage347en_US
dc.identifier.issn2564-7466
dc.identifier.issue16en_US
dc.identifier.startpage335en_US
dc.identifier.trdizinid474978en_US
dc.identifier.urihttps://doi.org/10.25204/iktisad.901062
dc.identifier.urihttps://search.trdizin.gov.tr/tr/yayin/detay/474978
dc.identifier.urihttps://hdl.handle.net/20.500.12483/15833
dc.identifier.volume6en_US
dc.indekslendigikaynakTR-Dizinen_US
dc.language.isoenen_US
dc.relation.ispartofİktisadi İdari ve Siyasal Araştırmalar Dergisien_US
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.titleThe Effect of Macroeconomic Factors on Non-Performing Loans: A Time Series Analysis for Turkeyen_US
dc.typeArticleen_US

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