Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis
نویسندگان
چکیده
The aim of this study is to determine the relationship between GDP and inflation domestic
 loans given by banks private sector using time series models. In study, in which the
 1972-2020 annual data for Turkiye were used, Harvey et al. (2008) Leybourne (2007)
 linearity tests, traditional unit root tests linearly determined Kapetanios, Shin Snell
 (2003) (KSS) nonlinear performed. After to
 be stationary, Snell (2006) cointegration test was According results analysis, no cointegrated found and
 domestic Turkiye. As a result, it can said that there is
 pass-through effect on rates as result increase/decrease given
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ژورنال
عنوان ژورنال: BDDK bankac?l?k ve finansal piyasalar dergisi
سال: 2022
ISSN: ['1307-945X', '1307-5705']
DOI: https://doi.org/10.46520/bddkdergisi.1178334