Forecasting the Effect of Credit Utilization Rate on Inflation Volatility in Turkey
Yazarlar (1)
Prof. Dr. Utku ALTUNÖZ Sinop Üniversitesi, Türkiye
| Makale Türü | Özgün Makale (SCOPUS dergilerinde yayınlanan tam makale) | ||
| Dergi Adı | Eurasian Business and Economics Perspectives | ||
| Dergi ISSN | 2364-5067 Dergi Bilgileri (2024) | ||
| Dergi Tarandığı Indeksler | Scopus | ||
| Makale Dili | İngilizce | Basım Tarihi | 10-2024 |
| Cilt / Sayı / Sayfa | 30 / 1 / 209–230 | DOI | 10.1007/978-3-031-64140-4_12 |
| Makale Linki | https://link.springer.com/book/9783031641398 | ||
| UAK Araştırma Alanları |
Enflasyon
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| Özet |
| The aim of this study is to analyze the effect of credit utilization on inflation volatility in the context of commercial and consumer loans in Turkey, which is an example for developing countries. In the study, the relations between these two variables are tested for the 2005–2020 period in Turkey, which has been struggling with the inflation problem for many years. In this context, the effects of consumer and commercial loans used in Turkey, as well as consumer price index (CPI) and producer price index (PPI) inflation rates on the volatility were examined by ARCH, GARCH, E-GARCH models. Consumer loan utilization rates it has been determined that inflation rates increase the volatility. In other words, it was concluded that the increase in the usage rate of consumer loans in Turkey in the mentioned period caused an inflationary effect on the consumer basis. Also, the utilization rate of commercial loans reduces the … |
| Anahtar Kelimeler |
| ARCH | Commercial loans | E-GARCH | GARCH | Individual loans | Inflations |
BM Sürdürülebilir Kalkınma Amaçları
| Atıf Sayıları | |
| Scopus | 1 |
| Google Scholar | 1 |