2021
DOI: 10.16953/deusosbil.1009194
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Türki̇ye Kredi̇ Pi̇yasasinda Fai̇z Orani Asi̇metri̇k Geçi̇şi̇ni̇n Modellenmesi̇: Eşi̇k Eşbütünleşme Anali̇zi̇nden Yeni̇ Kanitlar

Abstract: The current study aims to examine the relationship between banks' marginal cost (official policy rate) and retail rates in Turkish banking loan market. We tested asymmetric pass-through by using threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) and weekly data over the period of 2011:1 to 2021:36. Empirical results reveal that there is incomplete pass-through between policy rate and retail lending rates as vehicle, housing, and commercial loans. Moreover, it's found that while housing… Show more

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