Macroeconomic factors affecting non-performing loans in the Turkish banking sector
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Tarih
2019
Yazarlar
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Cilt Başlığı
Yayıncı
Peter Lang AG
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
The study investigates the macroeconomic factors increasing non-performing loans (NPLs) in Turkey for the period 2001M12-2018M03 by employing the Autoregressive Distributed Lag (ARDL) model. Model findings show that all selected macroeconomic variables which are real effective exchange rate, consumer price index, industrial production index, unemployment rate, interest rate, and M2 money supply have significant effects on NPLs. © Peter Lang GmbH Internationaler Verlag der Wissenschaften Berlin 2019. All rights reserved.
Açıklama
Anahtar Kelimeler
ARDL Model; Banking Sector; Macroeconomic Factors; Non-Performing Loans
Kaynak
New Trends in Banking and Finance
WoS Q Değeri
Scopus Q Değeri
N/A