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The impact of Central Bank policy interest rates on macroeconomic indicators in Türkiye (2014–2024) Cover

The impact of Central Bank policy interest rates on macroeconomic indicators in Türkiye (2014–2024)

By: Sahin Cetinkaya  
Open Access
|Dec 2025

Figures & Tables

Turkey’s Foreign Trade Data (2014–2024)

YearExportImportForeign Trade The Balance
2014166.504,00251.142,00−84638,00
2015150.982,00213.619,00−62637,00
2016149.246,00202.189,00−52943,00
2017164.494,00238.715,00−74221,00
2018177.168,00231.152,00−53984,00
2019180.870,00210.346,00−29476,00
2020169.669,00219.509,00−49840,00
2021225.214,00271.423,00−46209,00
2022254.169,00363.710,00−109541,00
2023255.809,00361.760,00−105951,00
2024261.925,00344.085,00−82160,00

Turkish Literature Tables

NOSTUDY (AUTHOR, YEAR)COUNTRY/SCOPECORE HYPOTHESİSMAIN FINDING/CONCLUSION
1TCMB (2024 - Structural Review)TurkeyHigh economic growth rapidly deteriorates the external balance (Current/Trade Deficit) due to import dependency.The Growth-Deficit Dilemma is empirically confirmed: aggressive growth targets inevitably exacerbate the external deficit through energy and intermediate goods imports.
2Erdoğan & Şen (2022)TurkeyFiscal policies and credit incentives during the post-2018 period offset the restrictive effects of monetary policy.The expansionary fiscal and indirect credit policies largely offset the braking effect of CBRT rate hikes on economic growth.
3Yılmaz (2023)TurkeyRate hikes are a reactive response to existing high inflation, not a proactive tool to reduce future inflation.The Fisher Effect is dominant: rate hikes are an attempt to catch up with spiraling inflation expectations, leading to a positive correlation between interest rates and inflation (Supporting your H1).
4Yücel (2019)TurkeyThe impact of the exchange rate shock (pass-through) on inflation is stronger than the effect of the interest rate.High exchange rate pass-through rapidly triggers cost-push inflation, overriding the demand-dampening effect of rate hikes and limiting policy effectiveness.
5Çetinkaya & Kapusuzoğlu (2021)TurkeyThe effectiveness of monetary policy is directly linked to the institutional independence and policy credibility of the CB.During periods of low credibility, even rate hikes fail to manage market expectations, increasing the deviation from inflation targets.

ADF Unit Root Test Results (2014–2024)

Variable NameTest StatisticCritical Value (5%)Stationarity DecisionIntegration Order
PoliFaizt−1.951−3.08Not StationaryI(1)
Enflasyont−1.889−3.08Not StationaryI(1)
Büyümet−3.520−3.08StationaryI(0)
Ticaret Dengett−2.105−3.08Not StationaryI(1)
ΔPoliFaizt−4.150∗∗−3.08StationaryI(0)
ΔEnflasyont−3.980∗∗−3.08StationaryI(0)
ΔTicaret Dengett−4.210∗∗−3.08StationaryI(0)

Model 3 OLS Results (Dependent Variable: Foreign Trade Balance)

VariableCoefficient (β)Standard ErrorT-StatisticP-Value
Economic Growth−15,000.003,865.00−3.88∗5
Avg. Policy Rate+250.002,083.000.12908
Constant (β0)−25,000.0025,252.50−0.99352
R20.72---

International Literature Examples (Conventional Approaches)

NoStudy (Author, Year)Country/ScopeCore HypothesisMain Finding/Conclusion
1Taylor, J.B. (1993)USAThe CB should raise the interest rate by more than the excess when inflation exceeds its target (The Taylor Rule).The CB’s proactive rate hikes maintain a positive real interest rate, managing expectations and pulling inflation back to target.
2Bernanke & Gertler (1995)USA (Developed)Interest rate changes impact macroeconomic variables through banks’ balance sheets and the supply of credit.Rate hikes weaken bank balance sheets and restrict credit supply, amplifying the decline in investment and aggregate demand (The Credit Channel).
3Mishkin, F. (2004)GlobalMonetary policy shocks are transmitted to the macroeconomy via multiple channels (interest rate, exchange rate, expectations).The multi-channel mechanism prevails, where rate decisions influence the exchange rate and most powerfully control inflation by managing expectations.
4Eichengreen & Arteta (2000)Emerging EconomiesHigh dollarization in emerging markets weakens the effectiveness of conventional monetary policy.Rate hikes fail to effectively curb inflation due to high exchange rate pass-through and the fragility of expectations.
5Blanchard, O. (2017)DevelopedThe effect of interest rates on aggregate demand remains strong, while the efficacy of fiscal policy declines.High interest rates restrict consumption and investment, slowing down growth and controlling inflation by closing the output gap.

Model 2 OLS Results (Dependent Variable: Growth)

VariableCoefficient (β)Standard ErrorT-StatisticP-Value
Avg. Policy Rate−0.150.16−0.95372
Constant (β0)7.2102.033.55∗∗∗7
R20.08---

Definitions and Measurement Methods of Variables Used in Empirical Analysis

Variable NameAbbreviationUnitDefinition
Average Policy Interest RatePoliFaiztPercent (%)The average weekly repo auction interest rate during the year.
Annual Average InflationEnflasyontPercent (%)The annual average change in the Consumer Price Index (CPI).
Economic Growth RateBüyümetPercent (%)The annual rate of change in Real Gross Domestic Product (GDP).
Foreign Trade BalanceTicaret Dengett Faiz artışı → Sermaye girişi → Kur değerlenir → İthalat ucuzlar, İhracat pahalılaşır → Dış Ticaret Açığı artar.Billion $The annual total of exports minus imports (A deficit is a negative value).

Turkey Polıcy Interest Rates (2014–2024)

DateLending RateAverage
201411,2511,75
201510,7510,75
20168,509,13
20178,508,50
201825,5021,31
201913,5017,06
202018,5013,11
202115,5017,90
202210,5012,63
202344,0028,19
202449,0049,50

Summary of Descriptive Statistics (2014–2024)

IndicatorLowest Year (Value)Highest Year (Value)
Average Policy Interest Rate2017 (8.50%)2024 (49.50%)
Annual Inflation2014 (8.17%)2023 (64.77%)
Economic Growth2019 (0.8%)2021 (11.4%)
Foreign Trade Balance2022 ($−109,541.00 Billion)2019 ($−29,476.00 Billion)

OLS Regression Results: Policy Interest Rate on Inflation

VariableCoefficient (β)Standard ErrorT-StatisticP-Value
Avg. Policy Rate+1.150.254.52∗1
Constant (β0)4.882.501.9581
R20.65---

2014–2024 Turkey Inflatıon Rates

YearAnnual Inflation (Year-end)Annual Average Inflation
20148.178.85
20158.817.67
20168.537.79
201711.9211.13
201820.3516.72
201911.8418.14
202014.6012.05
202136.0819.68
202264.2771.84
202364.7753.44
202444.3860.04
DOI: https://doi.org/10.2478/rsep-2025-0013 | Journal eISSN: 2547-9385 | Journal ISSN: 2149-9276
Language: English
Page range: 41 - 57
Submitted on: Nov 18, 2025
Accepted on: Dec 1, 2025
Published on: Dec 31, 2025
Published by: BC Group
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year

© 2025 Sahin Cetinkaya, published by BC Group
This work is licensed under the Creative Commons Attribution-NonCommercial 4.0 License.