Does credit composition matter for current account dynamics? Evidence from Turkey

Nazli Toraganli and Hasan Ertugrul ()

The Journal of International Trade & Economic Development, 2016, vol. 25, issue 8, 1090-1100

Abstract: Based on a dynamic approach using the Kalman filter we depict effects of time-varying interactions between different components of credit stock on the current account in the Turkish Economy for the period 2002Q3–2014Q3. We decompose the credit stock into consumer and non-financial corporate sector credit and show empirically that both types of credit stock have negative effects on the current account dynamics.

Date: 2016
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DOI: 10.1080/09638199.2016.1188974

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