Monetary policy and bank lending chanel in Turkey
Yükleniyor...
Dosyalar
Tarih
2017
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
International Journal of Finance & Banking Studies
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
The main purpose of this study is to evaluate whether the bank lending channel exist or not. Within this context, quarterly data of for the periods between 2002q1 and 2016q4 was taken into the consideration. Additionally, VAR model was used to reach the objective. According to the result of impulse response function, it was reached that producer price index, real exchange rate and policy rate are effective determinants. Additionally, banks balance sheet has important and positive influence on total credits but industrial production index is regarded as partially effective. While considering this result, it was also found that both bank balance and macroeconomic variables used in this study is the main determinants of bank total credit.
Açıklama
Anahtar Kelimeler
Bank lending channel, VAR, Bank credits
Kaynak
International Journal of Finance & Banking Studies
WoS Q Değeri
Scopus Q Değeri
Cilt
6
Sayı
2
Künye
Adalı, Z., & Bari, B. (2017). Monetary Policy And Bank Lending Chanel in Turkey. International Journal of Finance & Banking Studies, 6(2), 24-36.
