Hakan KALKAVAN, Serkan ETİ, Serhat YÜKSEL

TÜRKİYE’DEKİ BANKACILIK SEKTÖRÜ, SANAYİ GELİŞİMİ VE EKONOMİK BÜYÜME ARASINDAKİ İLİŞKİNİN VAR ANALİZİ İLE İNCELENMESİ

Bu çalışmanın amacı, Türkiye’deki ekonomik büyüme, bankacılık sektörü ve sanayi üretimi arasındaki karşılıklı ilişkinin belirlenmesidir. Bu çerçevede, 1980-2018 dönem aralığındaki yıllık veriler Vektör Otoregresyon (VAR) modeliyle test edilmiştir. Elde edilen sonuçlara göre, ekonomik büyüme ve banka kredileri arasında karşılıklı bir ilişki olduğu tespit edilmiştir. Ekonomik büyümenin azalmasının bir sonraki dönemde banka kredileri üzerinde artırıcı bir etki yaratacağı belirlenmiştir. Buna paralel olarak, banka kredilerinin de bir dönem sonraki ekonomik büyümeyi pozitif yönde etkilediği görülmektedir. Söz konusu bulgular dikkate alındığında, uzun vadeli ve sürdürülebilir ekonomi için bankacılık sektörünün etkin bir şekilde faaliyetini sürdürebilmesi oldukça önemlidir. Diğer taraftan, bankaların kredi verirken müşterilerinin kredibilite analizini doğru bir şekilde yaparak müşterilerin risk profillerini belirleyebilmesi gerekmektedir. Bu bağlamda, bankacılık sektörüne yönelik yapılacak yasal düzenlemeler önemli rol oynamaktadır. Söz konusu düzenlemeler ile hem bankacılık sektörünün etkinliğinin artırılması hem de bankaların arışı risk almasını önüne geçilmesi gerekmektedir.

Anahtar Kelimeler:

Bankacılık Sektörü, Sanayi Gelişimi, ekonomik büyüme, var analizi

Evaluating the Relationship between Banking Sector, Industrial Development and Economic Growth in Turkey with VAR Analysis

The purpose of this study is to determine the relationship between the banking sector, economic growth and industrial production in Turkey. Within this framework, annual data for the period 1980-2018 were evaluated with the VAR model. The findings show that there is a mutual relationship between economic growth and bank loans. It is determined that the decrease in economic growth will have an increasing effect on bank loans in the following period. In parallel, bank loans also positively affect the economic growth in the next period. When these findings are taken into consideration, it is very important for the banking sector to operate effectively for a long-term and sustainable economic development. On the other hand, banks should be able to determine their customers' risk profiles by performing the credibility analysis of their customers correctly. In this context, legal regulations for the banking sector play an important role. With the help of these regulations, both the efficiency of the banking sector should be increased and the banks' risk taking will be prevented.

Keywords:

Banking Sector, Industrial Development, Economic Growth, VAR Analysis,

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