Türkiye’deki Banka Krizlerine Yönelik Ekonometrik Bir Yaklaşım: Markov Rejim Değişim Modeli

Yıl 2017, Cilt: 39 Sayı: 1, 47 - 64, 20.07.2017

Raif Cergibozan , Ali Arı

https://doi.org/10.14780/muiibd.329728

Cited By: 2

Öz

Türkiye ekonomisi özellikle 1990 sonrası dönemde, aynı diğer gelişmekte olan ülkeler gibi,çok önemli

bankacılık krizleri yaşamıştır. Bu doğrultuda, 1990-2013 dönemini kapsayan bu çalışmaTürkiye’de yaşanan

bankacılık krizlerinin nedenlerini Markov Rejim Değişim Modeli ile ortaya koymayı hedeflemektedir.

Model sonuçlarına göre enflasyon ve faiz oranlarının artması, TL’nin değer kaybetmesi, kamu bütçe

dengesinin bozulması, banka kredilerinin artması, likidite problemi, banka rezervlerinin azalması ve

banka açık pozisyonunun artması Türkiye’de bankacılık krizlerinin temel nedenleri arasındadır.

Anahtar Kelimeler

Bankacılık Krizi, Markov Modeli, Türkiye Ekonomisi

Kaynakça

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