IDEAS home Printed from https://ideas.repec.org/a/ist/ancoec/v7y2008i1p88-103.html
   My bibliography  Save this article

Banka Kredileri Ve Enflasyon Arasindaki Iliski: Turkiye Uzerine Ekonometrik Bir Analiz (1983-2007)

Author

Listed:
  • Ibrahim ARSLAN

    (Gaziantep Üniversitesi I.I.B.F.)

  • Sevda YAPRAKLI

    (Atatürk Üniversitesi I.I.B.F.)

Abstract

In this study, one of the most controversial debates of economics literature, namely the relationship between bank credits and inflation is studied in the context of Turkish economy. In the study, covering 1983-2007 period, total bank credits and inflation (PPI) are used. The relationships between bank credits and inflation rate are analyzed econometrically by employing Johansen cointegration analysis and error correction model. According to the results, bank credits is negatively effected by inflation, while inflation is positively effected by bank credits in the long run. Furthermore, error correction-augmented Granger causality tests show that bi-directional causality exists between bank credits and inflation.

Suggested Citation

  • Ibrahim ARSLAN & Sevda YAPRAKLI, 2008. "Banka Kredileri Ve Enflasyon Arasindaki Iliski: Turkiye Uzerine Ekonometrik Bir Analiz (1983-2007)," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 7(1), pages 88-103, May.
    • Handle: RePEc:ist:ancoec:v:7:y:2008:i:1:p:88-103
    as

    Download full text from publisher

    File URL: http://eidergisi.istanbul.edu.tr/sayi7/iueis7m4.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Serhat Yuksel & Mustafa Ozsari, 2016. "Impact of Consumer Loans on Inflation and Current Account Deficit: A Toda Yamamoto Causality Test for Turkey," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 2(2), pages 3-14, December.

    More about this item

    Keywords

    Bank Credits; Inflation; Turkey Economy; Time Series; Unit Root; Cointegration; Weak Exogenity; Granger Causality; VEC Model;
    All these keywords.

    JEL classification:

    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
    • E59 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Other
    • E64 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Incomes Policy; Price Policy

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ist:ancoec:v:7:y:2008:i:1:p:88-103. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ertugrul YASAR (email available below). General contact details of provider: https://edirc.repec.org/data/ifisttr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.