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Predicting bank failures in Turkey by Discrete Choice Models
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Date
2009
Author
Ercan, Hakan
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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.
Subject Keywords
Bank failures
,
Discrete choice model
,
Turkey
URI
http://www2.feas.metu.edu.tr/metusd/ojs/index.php/metusd/article/view/292
https://hdl.handle.net/11511/93082
Journal
ODTÜ Gelişme Dergisi
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Department of Political Science and Public Administration, Article
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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.
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H. Ercan, “Predicting bank failures in Turkey by Discrete Choice Models,”
ODTÜ Gelişme Dergisi
, vol. 36, no. 3, pp. 95–126, 2009, Accessed: 00, 2021. [Online]. Available: http://www2.feas.metu.edu.tr/metusd/ojs/index.php/metusd/article/view/292.