A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is
A Panel VAR Approach on Analyzing Non-Performing Loans in the Turkish Banking Sector
BDDK Bankacılık ve Finansal Piyasalar Dergisi
This paper examines non-performing loans (NPLs) using the Turkish banking sector data by a panel vector autoregression (VAR) approach for the period between 2002Q4 and 2017Q4. The panel VAR analysis is used to test the existence of interdependencies among major bank-level variables and macroeconomic indicators. Given earlier evidence on changing dynamics of NPLs in Turkey after the global crisis, the analysis is repeated by sub-periods covering the pre-crisis and the post-crisis periods as adoi:10.46520/bddkdergisi.789935 fatcat:lbu5fqfkgbed5pq4oxq6puq26m