Döviz kuru ülkenin serbest ticaret ekonomisinde hayati bir role sahip olmakla birlikte, faiz oranı, enflasyon, cari açık, dış ticaret dengesi, işsizlik oranı vb. gibi makroekonomik ve finansal değişkenler üzerinde etki oluşturmaktadır. Döviz kurunda görülen istikrarsızlık ve ani artışlar ekonomik faaliyetlerin olumsuz seyrine yol açarak ekonomik istikrarsızlığa yol açmaktadır. Bu sebeple döviz kuru son yıllarda Türkiye ekonomisi için üzerinde çok konuşulan konuların başında gelmektedir. Bu durum da döviz kurunun stabilize edilmesi için etkili olan göstergeler ve bunlar arasındaki nedensellik ilişkisinin incelenmesini önemli kılmaktadır.Bu kapsamda çalışmada Türkiye ekonomisinden 1988Q1-2019Q2 dönemini kapsayan üç aylık veriler kullanılarak, döviz kurları ile seçilmiş makroekonomik göstergeler arasındaki etkileşim Granger nedensellik testi ile incelenmiştir.Çalışmanın sonucunda döviz kurundan cari işlemler dengesine, dış ticaret haddine ve dış ticaret dengesine doğru tek yönlü; döviz kuru ile petrol fiyatları arasında ise çift yönlü nedensellik ilişkisi bulunmuştur.
New global financial regulations are implemented with respect to the developments in the financial system. A consideration of the place and significance of the Banking system globally and nationally that the importance of financial regulations regarding the system increases each day. In this respect Basel (Basel I, Basel II and Basel III criteria) reconciliation is conducted regarding the banking system. Especially to decrease the fragility of banks undertaking the role of financial mediators as a result of the global financial crisis in 2008, Basel II reconciliation has been expanded and BaselII criteria has been determined on 12.09.2010. Even though it is expected that Basel III reconciliation will be beneficial for the stability of the banking sector, it is expected that the long term profitability of banks will decrease in relation to the possible increase of their capital and liquidity. In this piece, Basel reconciliations are considered, its application in the Turkish banking sector is considered and by utilizing the data for 2002.Q4 and 2016Q.3, the effect of capital sufficiency ratio (CSR) of banks active in the Turkish Banking Sector via cointegration method determined by Basel reconciliation. As a result of the analysis in the long term an opposite relationship between loan risk, liquidity risk, CSR and bank profitability. Therefore, in Turkish banking sector, by applying Basel reconciliations financial and macroeconomic fragility of banks decrease however their profitability decreases. In this respect, it may be foreseen that against strong active and equity structure in face of low profitability rates, banks active in the Turkish banking sector are to compete in tougher conditions.
With the developing technology, use of energy and especially consumption of oil are increasing in industrialized countries. Oil use is very important for the growth of economies and development of countries. Changes in oil prices affect country economies deeply. An increase in oil prices, especially for an oil importer country, is considered as a negative indicator of that country's external balance. Thus, Turkey's economy which oil importer is also affected by changes in oil prices. In recent years, sharp increases and decreases in oil prices have attracted the attention of policy makers and macroeconomists and many researches have been made on the macroeconomic impact of oil prices. In this study, it has examined the relationship between economic growth, consumer price index, producer price index, BIST100 index and industrial firms' stocks with oil price using quarterly data for the period 2014Q1-2019Q4 in Turkey. Granger causality analysis was used in the model part of the study. As a result of the study, one-way relation was found from oil prices to economic growth, consumer price index, producer price index and industrial firms' stocks. In addition, a one-way relationship was found from BIST100 index to oil prices.
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