Kredi Hacmi Artisinin cari Acýga Etkisi: Coklu Yapisal Kirilmali Esbutunlesme Analizi
Mehmet Mercan () and
Osman Peker ()
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Mehmet Mercan: Hakkari University
Osman Peker: Adnan Menderes University
Istanbul University Econometrics and Statistics e-Journal, 2013, vol. 18, issue 1, 1-17
In this study, the relationship between total domestic credit volume and current account deficit in Turkey is investigated with the unit root test with multiple structural breaks of Carrion-i-Silvestre (2009) and cointegration test with multiple structural breaks of Maki (2012) by using quarterly data over the period 1992:Q1-2013:Q3 period. According to obtained evidences there is a cointegration relationship between domestic credit volume and current account deficit, namely determined that an increase in the domestic credit volume is a factor in increasing the current account deficit. In the error correction model, observed that short-run deviations between the series moving together in the long-run were disappeared.
Keywords: Current Account Deficit; Domestic Credit Volume; Cointegration with Multiple Structural Breaks (search for similar items in EconPapers)
JEL-codes: E42 E51 E58 F32 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:ist:ancoec:v:18:y:2013:i:1:p:1-17
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