Emerging Markets Finance & Trade / November–December 2012, Vol. 48, Supplement 5, pp. 19–34.
© 2013 M.E. Sharpe, Inc. All rights reserved. Permissions: www.copyright.com
ISSN 1540–496X (print)/ISSN 1558–0938 (online)
DOI: 10.2753/REE1540-496X4806S502
Resilience of the Turkish Economy During the
Global Financial Crisis of 2008
Mustafa Kılınç, Zübeyir Kılınç, and M. Ibrahim Turhan
ABSTRACT: The authors explore the sources of the resilience of the Turkish economy to the
global financial crisis of 2008. They first show that financial factors and fundamentals were
very strong in Turkey before the crisis, and monetary and fiscal policies responded strongly
to the crisis in a countercyclical way. They find that these strong fundamentals and prudent
economic policies are reflected in the risk premium movements. Emerging market bond
index (EMBI) spreads for Turkey increased slightly during the 2008 crisis and decreased
back to the normal levels quickly. This was in large contrast to the crisis in 2001, when
spreads increased significantly due to the weak fundamentals and decreased very slowly.
Second, the authors quantitatively analyze the effects of risk premium movements during
the crisis in a small open economy framework. They find that the risk premium observed in
2008 could not generate large movements in output, validating the point that the Turkish
economy was resistant to the financial factors of the crisis.
KEY WORDS: crises, EMBI spreads, financial factors, fundamentals, risk premium,
Turkey.
In the 1990s and early 2000s, Turkey had back-to-back financial and economic crises.
Deep and long recessions followed one another, and finally the crisis of 2001 was the
low point of the Turkish economy. During all these crises, the financial factors were the
usual suspects as the source or amplifier of the crises. The recent global financial crisis
of 2008, however, was a turning point in Turkey’s economic development. During this
crisis, the Turkish economy stayed very resistant to the economic downturn. Figure 1a
shows that the Turkish economy rebounded faster from the 2008 crisis than from the 2001
crisis. Moreover, the recovery of the Turkish economy was stronger than that of most
other emerging economies, which is shown in Figure 1b.
1
Although Turkey’s loss in gross
domestic product (GDP) was greater than the average loss in other emerging economies
in the early stages of the crisis, it bounced back much faster and much more strongly.
A natural question here is whether the resilience of the Turkish economy was due to
stronger fundamentals in the financial factors of Turkey. This study addresses this question
and investigates the explanatory power of the financial fundamentals in the dynamics of
the Turkish economy during the crisis. Our main claim is that these fundamentals were
very strong in the precrisis period and are therefore not among the usual suspects to be
blamed for the recent crisis.
Mustafa Kılınç (mustafa.kilinc@tcmb.gov.tr) is an economist at the Central Bank of the Republic of
Turkey, Ankara. Zübeyir Kılınç (zubeyir.kilinc@tcmb.gov.tr) is an economist at the Central Bank of
the Republic of Turkey, Ankara. M. Ibrahim Turhan (ibrahim.turhan@tcmb.gov.tr) is vice governor
of the Central Bank of the Republic of Turkey, Ankara, and is also currently the chief executive
officer and chairman of the Borsa Istanbul (Istanbul Stock Exchange). The views expressed in this
paper do not necessarily represent those of the Central Bank of the Republic of Turkey or its staff.
The authors thank the editor and two anonymous referees for their useful comments, which they
found very constructive and helpful in improving the paper.