Economic determinants of nonperforming loans in Turkey: Quantile ARDL results

Basit Öğe Kaydı
dc.authorid0000-0001-5160-7687
dc.authorid0000-0003-2995-5188
dc.authorid0009-0000-2227-8159
dc.contributor.authorAtılgan Sarıdoğan, Ayşe
dc.contributor.authorKüçükgergerli, Nabi
dc.contributor.authorYaman, Adem
dc.date.accessioned2025-07-30T07:40:29Z
dc.date.available2025-07-30T07:40:29Z
dc.date.issued2025
dc.departmentFakülteler, İktisadi, İdari ve Sosyal Bilimler Fakültesi, İşletme Bölümü
dc.description.abstractIn the banking sector, problems in repaying customers’ credits can increase credit risk and fragility. Therefore, it is of great importance for banks to monitor the status of non-performing loans (NPLs) closely. This study analyzes the macroeconomic factors affecting NLPs in the Turkish banking sector. It used ARDL and QARDL approaches and data for 2011M5-2024M9 in the study. According to the long-run estimation results of the ARDL model, inflation and industrial production affect the NLPs in the opposite direction. In contrast, unemployment, the exchange rate, and interest rates affect it in the same direction. The estimation results are consistent with economic theory and the literature. The QARDL estimation results show that lnCPI (τ=0.2 to τ=0.8) has negative and significant coefficients in most quantiles (τ). The coefficients for lnPMI are generally negative and statistically insignificant. The lnUNE variable has positive and significant coefficients at most levels τ (τ=0.1 to τ=0.8). The estimation results for lnEXC show that the overall effect of the variable on NPL is positive and significant. The coefficients of interest rates are generally positive and significant. For the increase in the NLPs to remain at an acceptable threshold level for the banking sector and the Turkish economy, it is critical that the credit risk assessment system at the banking level works effectively and efficiently on the one hand and that macroeconomic indicators in the Turkish economy are supportive of the credit repayment conditions of economic agents on the other.
dc.identifier.citationAtılgan Sarıdoğan, A., Küçükgergerli, N., & Yaman, A. (2025). Economic determinants of nonperforming loans in Turkey: Quantile ARDL results. EKOIST Journal of Econometrics and Statistics, 42, pp. 198-208. https://doi.org/10.26650/ekoist.2025.42.1656665
dc.identifier.doi10.26650/ekoist.2025.42.1656665
dc.identifier.endpage208
dc.identifier.issn2651-396X
dc.identifier.startpage198
dc.identifier.urihttps://doi.org/10.26650/ekoist.2025.42.1656665
dc.identifier.urihttps://hdl.handle.net/20.500.13055/1049
dc.identifier.volume42
dc.identifier.wosWOS:001524779400013
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynak.otherESCI - Emerging Sources Citation Index
dc.institutionauthorKüçükgergerli, Nabi
dc.institutionauthorid0000-0003-2995-5188
dc.language.isoen
dc.publisherIstanbul University Press
dc.relation.ispartofEKOIST Journal of Econometrics and Statistics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectNon-Performing Loans
dc.subjectTurkish Banking Sector
dc.subjectCredit Risk
dc.titleEconomic determinants of nonperforming loans in Turkey: Quantile ARDL results
dc.typeArticle
dspace.entity.typePublication

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