DO MACROECONOMIC VARIABLES HAVE A SYMMETRIC OR ASYMMETRIC EFFECT ON NON-PERFORMING LOANS? EVIDENCE FROM TURKEY

In this study, the existence of therelationships between non-performing loans and macroeconomic variables for themonthly data of the Turkish banking sector between January 2005 and August 2018were analysed through the Johansen cointegration test (1991), VECM Grangercausality test (1988) and Hatemi-J...

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Bibliographic Details
Main Author: Mehmet Erdaş
Format: Article
Language:English
Published: Mehmet Akif Ersoy University 2019-08-01
Series:Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
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Online Access:https://dergipark.org.tr/en/download/article-file/791627
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