IDEAS home Printed from https://ideas.repec.org/a/mes/emfitr/v52y2016i1p98-109.html
   My bibliography  Save this article

Macroeconomic Drivers of Loan Quality in Turkey

Author

Listed:
  • Ahmet Faruk Aysan
  • Huseyin Ozturk
  • Ali Yavuz Polat
  • Burak Saltoğlu

Abstract

We analyze the drivers of nonperforming loans in the Turkish banking system after the 2000–01 Turkish banking crisis. By constructing a vector autoregression model, we perform dynamic out-of-sample forecasts, which yield quite accurate results compared to the actual data. Since forecasting is a very crucial tool for both policy makers and market players, these results are some of the main strengths and contributions of this study. This article shows various patterns between the economic and financial indicators and the nonperforming loans. One important message obtained from the results is that policy makers should be concerned about the status of the economy and the market expectations to maintain stability in the banking system.

Suggested Citation

  • Ahmet Faruk Aysan & Huseyin Ozturk & Ali Yavuz Polat & Burak Saltoğlu, 2016. "Macroeconomic Drivers of Loan Quality in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(1), pages 98-109, January.
    • Handle: RePEc:mes:emfitr:v:52:y:2016:i:1:p:98-109
    DOI: 10.1080/1540496X.2016.1105688
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/1540496X.2016.1105688
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/1540496X.2016.1105688?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

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


    Cited by:

    1. Segun Thompson Bolarinwa & Olawale Akinyele & Xuan Vinh Vo, 2021. "Determinants of nonperforming loans after recapitalization in the Nigerian banking industry: Does efficiency matter?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(6), pages 1509-1524, September.
    2. Ahmet Faruk Aysan & Dilek Demirbaş & José Luis Alberto Delgado, 2022. "Old But Resilient Story: Impact Of Decentralization On Social Welfare," Working Papers hal-03866662, HAL.
    3. Alberto Delgado, José Luis & Demirbaş, Dilek & Aysan, Ahmet Faruk, 2022. "Old But Resilient Story: Impact Of Decentralization On Social Welfare," MPRA Paper 115432, University Library of Munich, Germany.

    More about this item

    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:mes:emfitr:v:52:y:2016:i:1:p:98-109. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/MREE20 .

    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.