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THE DETERMINANTS OF CREDIT CRUNCH IN TURKISH BANKING SECTOR: EVIDENCE FROM GRANULAR BANK-LEVEL DATA
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Date
2021-6-29
Author
Şenol, Ahmet
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Understanding pattern of the lending through macroeconomic indicators and financial fundamentals have an utmost significance to define and illustrate cycle of economic activity and supervision of financial stability. Both academicians and regulatory officials of countries widely involve the lending behaviors due to these factors in their works, globally. The studies conducting by central banks of advanced economies as well as emerging countries’ central banks, international regulatory and supervisory institutions confirm the claims, properly. In this context, this paper evaluates the main determinants of lending contraction with three breakdowns as baseline crunch analysis, the pure crunch scenario and the period of further monetary policy tightening by implementing fixed panel logit methods for Turkish banking sector. The data covers from the beginning of 2007 to December 2019 at monthly intervals for the deposit banks situated in Turkey.
Subject Keywords
Credit Crunch, Fixed Panel Logistic Regression, Turkish Banking Sector, Monetary Tightening
URI
https://hdl.handle.net/11511/91122
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Graduate School of Social Sciences, Thesis
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A. Şenol, “THE DETERMINANTS OF CREDIT CRUNCH IN TURKISH BANKING SECTOR: EVIDENCE FROM GRANULAR BANK-LEVEL DATA,” M.S. - Master of Science, Middle East Technical University, 2021.
