Kredi Hacmi Ile Cari Acik Arasindaki Iliski: Turkiye Icin Dinamik Bir Analiz

Pinar Karahan () and Nilgun Caglairmak Uslu
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Pinar Karahan: Anadolu University, Department of Economics
Nilgun Caglairmak Uslu: Anadolu University, Department of Economics

No 16007, EconWorld Working Papers from WERI-World Economic Research Institute

Abstract: Turkiye'nin en onemli makroekonomik sorunlarindan biri, sureklilik arz eden cari islemler acigidir. Turkiye ekonomisinde kredi hacmi ozellikle kuresel finans krizinden sonra cari islemler aciginin temel belirleyicileri arasinda gosterilmektedir. TCMB, 2008 yili kuresel finans krizi sonrasi yasanan hizli kredi genislemesinin cari dengeyi olumsuz yonde etkilemesine karsilik, kredi genislemesini yavaslatarak finansal istikrarin saglanmasina yonelik politika uygulamaya baslamistir. Bu calismada, Turkiye'deki mevduat bankalarinin ozel sektore kullandirdigi krediler ile cari islemler acigi arasindaki iliski, 2005:Q1-2015:Q3 donemi verileri kullanilarak, Sinir testi yaklasimi, ARDL modeli ve Kalman Filtresi yaklasimiyla analiz edilmistir. Sinir testi sonuclari cari islemler acigi ile kredi hacmi arasinda esbutunlesme iliskisinin oldugunu; ARDL modeli sonuclari kredi hacminin cari islemler acigini kisa ve uzun donemde pozitif ve istatistiksel olarak anlamli etkiledigini gostermistir. Kalman Filtresi modeli sonuclari ise kredi hacminin cari islemler acigi uzerindeki etkisinin kuresel finans krizi doneminde azaldigini ortaya koymustur.

Keywords: Cari Acik; Kredi Hacmi; Sinir Testi; Kalman Filtresi (search for similar items in EconPapers)
JEL-codes: C32 E42 E51 F32 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2016-10, Revised 2016-10
New Economics Papers: this item is included in nep-ara and nep-mac
References: View references in EconPapers View complete reference list from CitEc
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Persistent link: https://EconPapers.repec.org/RePEc:ana:wpaper:16007

DOI: 10.22440/EconWorld.WP.2016.007

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