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Türk Bankacılık Sektörünün Finansal Performansı ve Makroekonomik Performans Arasındaki Asimetrik İlişki     
Yazarlar (2)
Prof. Dr. Gülbahar ÜÇLER Prof. Dr. Gülbahar ÜÇLER
Kırşehir Ahi Evran Üniversitesi, Türkiye
Doğan Uysal
Manisa Celâl Bayar Üniversitesi, Türkiye
Devamını Göster
Özet
Purpose-This paper aims to examine the existence of asymmetric relationship between the financial performance (in terms of equity profitability) of Turkish banking system and macroeconomic performance of Turkish economy. The macroeconomic performance variable used in the research model is a weighted combination (scoring) of five different macroeconomic variables (per capita GDP, economic growth rate, inflation rate, budget balance and current account).Methodolgy-The structural breaks unit root test developed by Narayan and Popp (2010) and the asymmetric causality test developed by Hatemi-J (2012) are used in empirical analyses of the paper on the quarterly data consisting the period of 2001: Q1-2015: Q3.Findings-Findings of the study indicate that a positive shock in macroeconomic performance causes a positive shock in financial performance; while a negative shock does not cause a negative shock in financial performance.Conclusion- There exists an asymmetrical causality relationship between the financial performance of the Turkish banking sector and the macroeconomic performance of Turkish economy.
Anahtar Kelimeler
Makale Türü Özgün Makale
Makale Alt Türü Uluslararası alan indekslerindeki dergilerde yayınlanan tam makale
Dergi Adı Journal of Economics, Finance and Accounting
Dergi ISSN 2148-6697
Dergi Tarandığı Indeksler Econlit, EBSCO
Makale Dili Türkçe
Basım Tarihi 07-2017
Cilt No 4
Sayı 2
Sayfalar 87 / 97
Doi Numarası 10.17261/Pressacademia.2017.437
Makale Linki http://www.pressacademia.org