ANALYSIS OF THE IMPACT OF CREDITS PROVIDED WITHIN THE SCOPE OF SME BANKING ON EMPLOYMENT: RALS-FOURIER ADL COINTEGRATION TEST

Ömer Keskin

Makale detayları

ANALYSIS OF THE IMPACT OF CREDITS PROVIDED WITHIN THE SCOPE OF SME BANKING ON EMPLOYMENT: RALS-FOURIER ADL COINTEGRATION TEST

Yazarlar:

Ömer Keskin

Yayıncı:

Bingol University

Ana Başlıklar:

Zaman Serileri Analizi | İstihdam | Para-Bankacılık

Dergi:

Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi Issue 28, pp.103-113

Belge Tipi:

Makale

Yayın Tarihi:

10/2024

Belge Dili:

Türkçe

Document ID (Org No.):

2001330534

pISSN:

1309-6672

Anahtar kelimeler:

Özet:

 The present study uses time series analysis to reveal the impact of credits provided to SMEs within the scope of SME banking on the general employment numbers in Türkiye. Data on the balances of SME credits provided by development and investment, participation and deposit banks, and employment numbers were collected. The range covered by the data period is 2006Q4-2023Q4. Among the methods utilized are the Fourier Augmented Dickey-Fuller FADF unit root test, the Fourier Autoregressive Distributive Lag FADL cointegration test, the Extended Least Squares with Error Terms RALS-FADL cointegration test, and the Fourier Toda-Yamamoto FTY causality test. The findings reveal that a 1 increase in the balance of SME credits provided by participation and deposit banks increases employment numbers by approximately 0.019 and 0.087, respectively. The balance of SME credits provided by development and investment banks does not affect employment numbers. This findings are confirmed by the finding of the causality test. It is clear that SME credits provided in the Turkish banking sector positively affect employment in the country. Therefore, SMEs should be supported with credits under reasonable conditions to create more employment.

 The present study uses time series analysis to reveal the impact of credits provided to SMEs within the scope of SME banking on the general employment numbers in Türkiye. Data on the balances of SME credits provided by development and investment, participation and deposit banks, and employment numbers were collected. The range covered by the data period is 2006Q4-2023Q4. Among the methods utilized are the Fourier Augmented Dickey-Fuller FADF unit root test, the Fourier Autoregressive Distributive Lag FADL cointegration test, the Extended Least Squares with Error Terms RALS-FADL cointegration test, and the Fourier Toda-Yamamoto FTY causality test. The findings reveal that a 1 increase in the balance of SME credits provided by participation and deposit banks increases employment numbers by approximately 0.019 and 0.087, respectively. The balance of SME credits provided by development and investment banks does not affect employment numbers. This findings are confirmed by the finding of the causality test. It is clear that SME credits provided in the Turkish banking sector positively affect employment in the country. Therefore, SMEs should be supported with credits under reasonable conditions to create more employment.

 The present study uses time series analysis to reveal the impact of credits provided to SMEs within the scope of SME banking on the general employment numbers in Türkiye. Data on the balances of SME credits provided by development and investment, participation and deposit banks, and employment numbers were collected. The range covered by the data period is 2006Q4-2023Q4. Among the methods utilized are the Fourier Augmented Dickey-Fuller FADF unit root test, the Fourier Autoregressive Distributive Lag FADL cointegration test, the Extended Least Squares with Error Terms RALS-FADL cointegration test, and the Fourier Toda-Yamamoto FTY causality test. The findings reveal that a 1 increase in the balance of SME credits provided by participation and deposit banks increases employment numbers by approximately 0.019 and 0.087, respectively. The balance of SME credits provided by development and investment banks does not affect employment numbers. This findings are confirmed by the finding of the causality test. It is clear that SME credits provided in the Turkish banking sector positively affect employment in the country. Therefore, SMEs should be supported with credits under reasonable conditions to create more employment.

 Bu çalışmada KOBİ bankacılığı kapsamında KOBİlere kullandırılan kredilerin Türkiyedeki genel istihdam sayısına etkisini zaman serisi analiziyle ortaya koymak amaçlanmaktadır. Analiz için kalkınma ve yatırım, katılım ve mevduat bankaları tarafından kullandırılan KOBİ kredilerinin bakiyelerine ve istihdam sayısına ilişkin veriler toplanmıştır. Veri dönemi, 2006Q4-2023Q4 aralığını kapsamaktadır. Uygulanan yöntemler arasında Fourier Artırılmış Dickey-Fuller FADF birim kök testi, Fourier Otoregresif Gecikmesi Dağıtılmış FADL eşbütünleşme testinin yanı sıra Hata Terimleriyle Genişletilmiş En Küçük Kareler RALS-FADL eşbütünleşme testi ve Fourier Toda-Yamamoto FTY nedensellik testi bulunmaktadır. Bulgulara göre katılım ve mevduat bankaları tarafından kullandırılan KOBİ kredilerinin bakiyesinde yaşanan 1 yükseliş istihdam sayısını sırasıyla yaklaşık 0,019 ve 0,087 oranında artırmaktadır. Kalkınma ve yatırım bankalarının KOBİ kredilerinin bakiyesi ise istihdam sayısını herhangi bir şekilde etkilememektedir. Bu bulgular, nedensellik testinin bulgusuyla doğrulanmaktadır. Sonuç olarak, Türk bankacılık sektöründe kullandırılan KOBİ kredilerinin ülkedeki istihdamı olumlu yönde etkilediği ve dolayısıyla KOBİlerin daha fazla istihdam yaratabilmeleri için makul şartlar altında kredilerle desteklenmeleri gerektiği açıktır.

Makale detayları

ANALYSIS OF THE IMPACT OF CREDITS PROVIDED WITHIN THE SCOPE OF SME BANKING ON EMPLOYMENT: RALS-FOURIER ADL COINTEGRATION TEST

Yazarlar:

Ömer Keskin

Yayıncı:

Bingol University

Ana Başlıklar:

Zaman Serileri Analizi | İstihdam | Para-Bankacılık

Dergi:

Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi Issue 28, pp.103-113

Belge Tipi:

Makale

Yayın Tarihi:

10/2024

Belge Dili:

Türkçe

Document ID (Org No.):

2001330534

pISSN:

1309-6672

SME Banking

Credit

Employment

Time Series AnalysisKobi Bankacılığı

Kredi

İstihdam

Zaman Serisi Analizi

Sayı

Makale detayları

Yazarlar: Ömer Keskin

Yayıncı: Bingol University

Ana Başlıklar: Zaman Serileri Analizi | İstihdam | Para-Bankacılık

Dergi: Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi Issue 28, pp.103-113

Belge Tipi: Makale

Yayın Tarihi: 10/2024

Belge Dili: Türkçe

Document ID (Org No.): 2001330534

pISSN: 1309-6672

Sayı

Yazarlar:

Ömer Keskin

Yayıncı:

Bingol University

Ana Başlıklar:

Zaman Serileri Analizi | İstihdam | Para-Bankacılık

Dergi:

Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi Issue 28, pp.103-113

Belge Tipi:

Makale

Yayın Tarihi:

10/2024

Belge Dili:

Türkçe

Document ID (Org No.):

2001330534

pISSN:

1309-6672