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2020, vol. 48, br. 2, str. 37-53
Odnos između kreditne aktivnosti banaka i ekonomskog rasta - empirijsko istraživanje za Republiku Srbiju
Univerzitet u Kragujevcu, Ekonomski fakultet

e-adresamgrbic@kg.ac.rs, slukovic@kg.ac.rs
Ključne reči: kreditna aktivnost banaka; ekonomski rast; VAR model; uzročnost u smislu Grejndžera; Republika Srbija
Sažetak
Predmet istraživanja u ovom radu je interaktivni odnos kreditne aktivnosti banaka i ekonomskog rasta. S tim u vezi, cilj rada je da ispita postojanje i smer uzročno-posledične veze između kreditne aktivnosti bankarskog sektora i ukupne ekonomske aktivnosti u Republici Srbiji. Za potrebe istraživanja prikupljeni su kvartalni podaci u periodu 2003-2019. Kao indikatori kreditne aktivnosti, u studiji se koriste udeo kredita odobrenih preduzećima u GDP i udeo kredita odobrenih domaćinstvima u GDP, dok je stopa rasta realnog GDP opredeljena kao pokazatelj ekonomskog rasta. Budući da su posmatrane vremenske serije različitog reda integracije, analiza se sprovodi u okviru VAR modela, primenom Toda-Yamamoto procedure Grejndžerovog testa uzročnosti. Rezultati istraživanja pokazuju da postoji značajna jednosmerna uzročna veza u smislu Grejndžera koja ide iz pravca kreditne aktivnosti banaka ka ekonomskom rastu. Rezultati sprovedenog istraživanja mogu biti korisni kreatorima ekonomske politike i strategije razvoja nacionalne privrede.
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O članku

jezik rada: engleski
vrsta rada: izvorni naučni članak
DOI: 10.5937/industrija48-27225
primljen: 23.06.2020.
revidiran: 28.08.2020.
revidiran: 05.09.2020.
prihvaćen: 07.09.2020.
objavljen onlajn: 19.10.2020.
objavljen u SCIndeksu: 24.10.2020.
metod recenzije: dvostruko anoniman
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