KREDİ HACMİNİN EKONOMİK BÜYÜME ÜZERİNDEKİ ROLÜNÜN İNCELENMESİ: TÜRKİYE ÖRNEĞİ

Yıl 2013, Cilt: 5 Sayı: 9, 139 - 150, 13.01.2014

Kadir Tuna , Hakan Bektaş

Öz

Bu çalışmada, mevduat bankaları yurtiçi kredi hacmi ile gayri safi yurtiçi hasıla arasındaki ilişki

Türkiye için 1998-2012 döneminde üç aylık veriler kullanılarak analiz edilmiştir. Bu amaçla,

yapısal kırılmaya izin veren Zivot-Andrews birim kök testi, Gregory-Hansen eşbütünleşme testi ve

Granger nedensellik testi kullanılmıştır. Yapılan analizler neticesinde, her iki serinin birinci

mertebeden durağan olduğu ve aralarında uzun dönem ilişkisinin bulunmadığı sonucuna

ulaşılmıştır. Uygulanan Granger nedensellik testi sonrasında ise iki seri arasında bir nedensellik

ilişkisi bulunmamıştır.

Anahtar Kelimeler: Yapısal Kırılma, Finansal Gelişme, Ekonomik Büyüme, Nedensellik.

Anahtar Kelimeler

Yapısal Kırılma, Finansal Gelişme, Ekonomik Büyüme, Nedensellik.

Kaynakça

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