Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis
Yıl: 2022 Cilt: 16 Sayı: 2 Sayfa Aralığı: 173 - 187 Metin Dili: İngilizce DOI: 10.46520/bddkdergisi.1178334 İndeks Tarihi: 11-10-2022
Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis
Öz: The aim of this study is to determine the relationship between GDP and inflation and domestic loans given by banks to the private sector by using time series models. In this study, in which the 1972-2020 annual data for Turkiye were used, Harvey et al. (2008) Harvey and Leybourne (2007) linearity tests, traditional unit root tests for linearly determined series and Kapetanios, Shin and Snell (2003) (KSS) unit root tests for nonlinear series were performed. After the series were determined to be stationary, Kapetanios, Shin and Snell (KSS) (2006) cointegration test was performed. According to the results of the analysis, no cointegrated relationship was found between the GDP and inflation and domestic loans given by banks to the private sector in Turkiye. As a result, it can be said that there is no pass-through effect on GDP and inflation rates as a result of the increase/decrease in loans given by banks to the private sector in Turkiye.
Anahtar Kelime: Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | TUNA Y, Doğaner A, ÇETIN G (2022). Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. , 173 - 187. 10.46520/bddkdergisi.1178334 |
| Chicago | TUNA YUSUF,Doğaner Ayça,ÇETIN GÜLDENUR Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. (2022): 173 - 187. 10.46520/bddkdergisi.1178334 |
| MLA | TUNA YUSUF,Doğaner Ayça,ÇETIN GÜLDENUR Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. , 2022, ss.173 - 187. 10.46520/bddkdergisi.1178334 |
| AMA | TUNA Y,Doğaner A,ÇETIN G Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. . 2022; 173 - 187. 10.46520/bddkdergisi.1178334 |
| Vancouver | TUNA Y,Doğaner A,ÇETIN G Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. . 2022; 173 - 187. 10.46520/bddkdergisi.1178334 |
| IEEE | TUNA Y,Doğaner A,ÇETIN G "Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis." , ss.173 - 187, 2022. 10.46520/bddkdergisi.1178334 |
| ISNAD | TUNA, YUSUF vd. "Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis". (2022), 173-187. https://doi.org/10.46520/bddkdergisi.1178334 |
| APA | TUNA Y, Doğaner A, ÇETIN G (2022). Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. BDDK Bankacılık ve Finansal Piyasalar Dergisi, 16(2), 173 - 187. 10.46520/bddkdergisi.1178334 |
| Chicago | TUNA YUSUF,Doğaner Ayça,ÇETIN GÜLDENUR Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. BDDK Bankacılık ve Finansal Piyasalar Dergisi 16, no.2 (2022): 173 - 187. 10.46520/bddkdergisi.1178334 |
| MLA | TUNA YUSUF,Doğaner Ayça,ÇETIN GÜLDENUR Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. BDDK Bankacılık ve Finansal Piyasalar Dergisi, vol.16, no.2, 2022, ss.173 - 187. 10.46520/bddkdergisi.1178334 |
| AMA | TUNA Y,Doğaner A,ÇETIN G Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. BDDK Bankacılık ve Finansal Piyasalar Dergisi. 2022; 16(2): 173 - 187. 10.46520/bddkdergisi.1178334 |
| Vancouver | TUNA Y,Doğaner A,ÇETIN G Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. BDDK Bankacılık ve Finansal Piyasalar Dergisi. 2022; 16(2): 173 - 187. 10.46520/bddkdergisi.1178334 |
| IEEE | TUNA Y,Doğaner A,ÇETIN G "Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis." BDDK Bankacılık ve Finansal Piyasalar Dergisi, 16, ss.173 - 187, 2022. 10.46520/bddkdergisi.1178334 |
| ISNAD | TUNA, YUSUF vd. "Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis". BDDK Bankacılık ve Finansal Piyasalar Dergisi 16/2 (2022), 173-187. https://doi.org/10.46520/bddkdergisi.1178334 |
