Testing the Effect of House Price and Economic Outlook Indexes on Non-Performing Housing Loans by Quantile Regression Model

Zeynep Eryilmaz and Mehmet Sari

Journal of BRSA Banking and Financial Markets, 2024, vol. 18, issue 1, 1-18

Abstract: Fluctuations in housing prices affect many sectors, especially the banking sector and capital markets. In the study, the impact of housing prices, interest, exchange rate, economic outlook index, industrial production index (macro); deposit and deposit-to-loan ratio (micro) variables on nonperforming housing loans was analyzed for the period 2017:1-2022:12. According to the analysis, deposit, exchange rate, housing loan balance, housing price index and economic outlook index are affecting the banks' non-performing housing loans; while the unemployment rate has no effect on banks' non-performing housing loans.

Keywords: NNPL; House Price Index; Economic Outlook Index Journal: Journal of BRSA Banking and Financial Markets (search for similar items in EconPapers)
JEL-codes: C51 E20 G21 (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:bdd:journl:v:18:y:2024:i:1:p:1-18

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