%0 Journal Article
%T ANALYSIS OF THE RELATIONSHIP BETWEEN INFLATION, EXCHANGE RATE AND CONSUMER LOANS IN TURKEY
%A Dilek £¿AH£¿N
%A Sava£¿ DURMU£¿
%J -
%D 2019
%X The aim of this study is to analyze the relationship between consumer loans and some macroeconomic variables between 2006:Q1 and 2018:Q2 quarter periods in Turkey. In this context; consumer loans, inflation, exchange rate, interest and money supply variables were used. Firstly, the stability of variables are analyzed that structural non-breaking unit root test (ADF, PP) and a structural break (Zivot-Andrews) unit root test. Whether or not there is a long-term relationship between the variables was investigated by the Gregory-Hansen structural fracture cointegration test. The direction of causality between the variables was examined with Toda-Yamamato causality test. In Toda-Yamamoto causality test, it is seen that there is a bidirectional causality relationship between interest rate and consumer loans. In addition, the one-way causality relationship from money supply to consumer loans has been determined
%K Enflasyon
%K D£¿viz Kuru
%K Tš¹ketici Kredileri
%K Nedensellik Testi
%U http://dergipark.org.tr/ulikidince/issue/41810/475576