Banking failures in Turkey : an econometric analysis

Download

index.pdf

Date

2007

Author

Evirgen, Özgü

Metadata

Show full item record

Item Usage Stats

142
views

53
downloads

This study investigates the factors that were important in the failure of 36 banks in 1997-2006. The study uses cross-section time series data from 81 banks and employs limited dependent variable models, a duration model and a dynamic panel data model in the analysis. The major concerns are to examine the determinants of banking failures by explaining the contribution of microeconomic and macroeconomic factors in Turkish banking system, to estimate the likelihood of banking failure and timing of failure, to analyze survival time path of failed and non-failed banks separately and to construct the degree of fragility of overall banking system. Furthermore, the determinants of bank profitability and the effects of bank-specific factors and macroeconomic conditions on bank profitability are analyzed by using dynamic panel data model.

Subject Keywords

Economics., Economics, Banks and banking

URI

http://etd.lib.metu.edu.tr/upload/3/12608180/index.pdf
https://hdl.handle.net/11511/17044

Collections

Graduate School of Social Sciences, Thesis

Suggestions

OpenMETU
Core

Predicting bank failures in Turkey by Discrete Choice Models Ercan, Hakan (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2009) This study investigates the factors that were important in the failure of banks in 1997-2006. The study uses cross-section time series data from 81 banks and employs limited dependent variable models. The major objectives are to examine the determinants of bank failures by explaining the contribution of both microeconomic and macroeconomic factors in the Turkish banking system and to estimate the likelihood of banking failure.
Bank competition and banking system stability: evidence from Turkey Ak Kocabay, Selvi; Özmen, Erdal; Department of Economics (2009) This study empirically investigates the validity of the competition and stability trade-off hypothesis for the Turkish banking system. To this end, we consider annual bank level accounting data for the 1990-2008 period and compute the most commonly used measures of banking stability and competition. The effects of macroeconomic factors and bank specific indicators including the ownership structure are also taken into account. The fixed effects panel estimation results suggest that the relation between compe...
Inflation targeting and financial dollarization: an empirical investigation Gökten, Selin; Özmen, Erdal; Department of Economics (2008) This study investigates the implications of financial dollarization for inflation targeting framework. To this end, monetary policy rule, inflation targeting performance and international reserves equations are estimated for twenty four inflation targeting countries with different levels of financial dollarization. The results based on the panel data estimations indicate that monetary policy rule and behavior of accumulating international reserves are affected by the degree of financial dollarization. Furth...
Analyzing the profit efficiency of the Turkish banking sector after the BRSA restructuring program in 2001: an empirical study using stochastic frontier approach between the years of 2002-2009 Hatunoğlu, Hande; Akbostancı Özkazanç, Elif; Department of Economics (2012) This thesis analyzes the profit efficiency of the Turkish banking sector after the restructuring program by using Stochastic Frontier Approach. 28 banks are included in the analysis and the data belongs to the period 2002-2009. Profit efficiency scores of 28 banks are estimated by SFA. When the efficiency scores are analyzed according to the ownership status, profit efficiency scores of the state owned banks are found higher than other bank groups. Moreover, according to the asset size, large scale banks’ p...
Real exchange rates and real interest rate differentials : an empirical investigation Can Mutan, Oya; Özmen, Erdal; Department of Economics (2005) This study investigates the validity of the real exchange rate-real interest rate differential (RERI) relationship for a sample of twenty-three developing and developed countries. The results based on the Johansen cointegration analysis suggest the validity of the long-run RERI relationship only for a small number of countries including Canada, Italy, Switzerland, Belgium, Chile, Israel and Norway. Real interest rate differentials are found to be positively associated with real exchange rates in the long-ru...

Citation Formats

Ö. Evirgen, “Banking failures in Turkey : an econometric analysis,” Ph.D. - Doctoral Program, Middle East Technical University, 2007.