The impact of macroprudential and monetary policies on credit growth rate: Bank size and credit type

dc.authorid0000-0002-5214-2583
dc.contributor.authorAbbasoğlu, O. Furkan
dc.contributor.authorGenç İleri, Şerife
dc.contributor.authorMimir, Yasin
dc.contributor.otherYönetim Bilimleri Fakültesi, İktisat Bölümü
dc.contributor.otherYönetim Bilimleri Fakültesi, İktisat Bölümü
dc.date.accessioned2019-06-27T08:26:20Z
dc.date.available2019-06-27T08:26:20Z
dc.date.issued2018
dc.departmentİHÜ, Yönetim Bilimleri Fakültesi, İktisat Bölümü
dc.description.abstractThis study analyzes the effects of monetary policy tools and macro prudential measures on credit growth during 2002Q4-2015Q1 period by using Turkish banking sector balance sheet data and panel data estimation methods. Unlike earlier studies, these effects are examined with an asset size and credit type breakdown. This breakdown is necessary as the differences observed between big and small banks with respect to their asset and liability composition can cause monetary and macro prudential policies to have asymmetric effects on credit growth rates, depending on the credit type. The estimation results show that a tighter monetary policy manifested by 1 percentage point increase in the policy rate reduces total credit growth rate of big banks by 0.83 percentage points while the consumer credit growth of big banks declines by 1.12-1.18 percentage points. On the other hand, a tighter macro prudential policy slows down credit growth of small banks for total and commercial credits, whereas for big banks, these policies only have an accelerating impact on commercial credits.
dc.identifier.citationAbbasoğlu, O. F., Genç İleri, Ş. ve Mirmir, Y. (2018). The impact of macroprudential and monetary policies on credit growth rate: Bank size and credit type. 26. EBES (Eurasia Business and Economics Society ) konferansı 24-26 Ekim 2018, Prag, Çekya.
dc.identifier.urihttps://hdl.handle.net/20.500.12154/796
dc.institutionauthorGenç İleri, Şerife
dc.institutionauthorid0000-0002-5214-2583
dc.language.isoen
dc.publisherEurasia Business and Economics Society
dc.relation.ihupublicationcategory131
dc.relation.ispartof26. EBES (Eurasia Business and Economics Society ) konferansı 24-26 Ekim 2018
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectCredit Growth
dc.subjectFinancial Stability
dc.subjectMonetary Policy
dc.subjectMacroprudential Policy
dc.titleThe impact of macroprudential and monetary policies on credit growth rate: Bank size and credit type
dc.typeConference Object
dspace.entity.typePublication
relation.isOrgUnitOfPublication9d1809d1-3541-41aa-94ed-639736b7e16f
relation.isOrgUnitOfPublication.latestForDiscovery9d1809d1-3541-41aa-94ed-639736b7e16f

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