Türkiye’deki Banka Krizlerine Yönelik Ekonometrik Bir Yaklaşım: Markov Rejim Değişim Modeli

Türkiye ekonomisi özellikle 1990 sonrası dönemde, aynı diğer gelişmekte olan ülkeler gibi,çok önemlibankacılık krizleri yaşamıştır. Bu doğrultuda, 1990-2013 dönemini kapsayan bu çalışmaTürkiye’de yaşananbankacılık krizlerinin nedenlerini Markov Rejim Değişim Modeli ile ortaya koymayı hedeflemektedir.Model sonuçlarına göre enflasyon ve faiz oranlarının artması, TL’nin değer kaybetmesi, kamu bütçedengesinin bozulması, banka kredilerinin artması, likidite problemi, banka rezervlerinin azalması vebanka açık pozisyonunun artması Türkiye’de bankacılık krizlerinin temel nedenleri arasındadır.

Anahtar Kelimeler:

Bankacılık Krizi, Markov Modeli, Türkiye Ekonomisi

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