Author/Authors :
GÜNDOĞDU, Fatma Atatürk Üniversitesi - Iktisadi ve Idari Bilimler Fakültesi (İİBF) - İktisat Bölümü, Turkey , AKSU, Hayati Atatürk Üniversitesi - Iktisadi ve Idari Bilimler Fakültesi (İİBF) - İktisat Bölümü, Turkey
Title Of Article :
MEVDUAT BANKACILIĞINDA KARLILIK VE MAKROEKONOMİK DEĞİŞKENLER İLİŞKİSİ: TÜRKİYE ÜZERİNE BİR UYGULAMA
Abstract :
The objective of the study is to investigate the short and long term relations between the profitableness of the deposit banks (assets, equity capital and capital profitableness) and the macro variables (real interest rate consumer prices, budget deficit and industrial production indices) in Turkey by employing ridge regression technics on quarterly data. The results show that real interest rates, consumer prices, consolidated budget deficit and industrial production affects bank profitableness in the long and short run. On the other hand, asset and capital profitableness are affected their own lagged values. Those facts indicate that macro economic stability is essential to a stable and satisfactorily profitable banking system.
NaturalLanguageKeyword :
(Bank profitability , profitability ratios , bounds testing)
JournalTitle :
Journal Of Economics and Administrative Sciences, Ataturk University
