Show/Hide Menu
Hide/Show Apps
Logout
Türkçe
Türkçe
Search
Search
Login
Login
OpenMETU
OpenMETU
About
About
Open Science Policy
Open Science Policy
Open Access Guideline
Open Access Guideline
Postgraduate Thesis Guideline
Postgraduate Thesis Guideline
Communities & Collections
Communities & Collections
Help
Help
Frequently Asked Questions
Frequently Asked Questions
Guides
Guides
Thesis submission
Thesis submission
MS without thesis term project submission
MS without thesis term project submission
Publication submission with DOI
Publication submission with DOI
Publication submission
Publication submission
Supporting Information
Supporting Information
General Information
General Information
Copyright, Embargo and License
Copyright, Embargo and License
Contact us
Contact us
THE DETERMINANTS OF CREDIT CRUNCH IN TURKISH BANKING SECTOR: EVIDENCE FROM GRANULAR BANK-LEVEL DATA
Download
10397618.pdf
Date
2021-6-29
Author
Şenol, Ahmet
Metadata
Show full item record
This work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
.
Item Usage Stats
427
views
105
downloads
Cite This
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
Collections
Graduate School of Social Sciences, Thesis
Suggestions
OpenMETU
Core
The Impact of Macro-Economic Drivers in Housing Markets: The US Cas
Yılmaz, Bilgi; Yerlikaya Özkurt, Fatma; Kestel, Sevtap Ayşe (2021-08-01)
This paper analyzes the effect of macro-economic, financial and commodity market indicators on housing markets. We compare the efficiency of the models generated by Generalized Linear Models (GLM) and Multivariate Adaptive Regression Splines (MARS) according to method free measures for estimating the housing market trend. These models are used for the first time to identify the influence of macro-economic indicators on housing markets and the estimation of the trend in housing markets to our best knowledge....
The Effects of different types of credit growth in developing countries in comparison to developed countries
Uçar, Ezgi; Cömert, Hasan; Department of Economics (2019)
This thesis aims to identify the relationship between credit booms and banking crises. Credit is disaggregated into credit to non-financial corporations and credit to households and non-profit institutions serving households. The analysis covers 10 developing and 10 developed countries between 1994 and 2017. Method of Mendoza and Terrones (2008) is followed in identification of booms. Signal extraction analysis is employed to identify the most appropriate smoothing parameter and threshold coefficient. 1600 ...
Effects of Dollarization on Bank Performance: Analysis for Turkey
IŞIK, SENA; Şendeniz Yüncü, İlkay (2022-03-01)
Dollarization has significant effects on the real sector, monetary policy, and financial system. In this study, the effects of dollarization on banks’ performance in Turkey for the period of 2012-2017 are investigated by using both static and dynamic panel data analyses. Our Generalized Method of Moments (GMM) results indicate the statistical significance of the negative impact of deposit dollarization on return on assets (ROA). Both the random effects regression and GMM results show a negative and signific...
An Empirical Analysis of the Bank Lending Channel in Turkey
Ozsuca, Ekin Ayse; Akbostancı Özkazanç, Elif (2013-07-01)
The purpose of this paper is to empirically analyze the role of the banking sector in monetary policy transmission in Turkey covering the period 1988-2009. By exploiting dynamic panel data modeling approaches, the heterogeneity in banks' lending response to changes in policy interest rates is analyzed. Given the changes in the policy stance and developments in the financial system following the 2000-01 crisis, the analysis is further conducted for the two sub-periods, 1988-2001 and 2002-2009, to examine whe...
Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model
Gaygısız Lajunen, Esma; Hekimoglu, Alper (2021-12-01)
Liquidity is extremely important not only within the context of financial markets but also in every scale of economic transactions. In this study, within the realm of financial markets, we configure liquidity as an independent stochastic process moderating the fluidity of all transactions and hence dynamically changing asset values. This study's asset value process ignoring liquidity is modelled with a stochastic volatility jump-diffusion (SVJ) model and that model is augmented with the incorporation of a l...
Citation Formats
IEEE
ACM
APA
CHICAGO
MLA
BibTeX
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.