TIJORAT BANKLARINING DEPOZITLARIGA TA’SIR QILUVCHI OMILLARNING EKONOMETRIK TAHLILI
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https://doi.org/10.5281/zenodo.20562349Kalit so‘zlar:
tijorat banklari, depozitlar, milliy valyuta, inflyatsion kutilmalar, foiz stavkalari, iste’mol narxlari indeksi, ARDL modeli, kointegratsiya, bank resurslari, ekonometrik tahlil, bank likvidligi, depozit siyosati.Abstrak
Ushbu maqolada O‘zbekiston Respublikasi tijorat banklari tomonidan milliy valyutada jalb qilingan depozitlar hajmiga ta’sir etuvchi makroiqtisodiy va bank-moliyaviy omillar ekonometrik jihatdan tahlil qilingan. Tadqiqotda 2020–2024-yillar davridagi oylik ma’lumotlar asosida tijorat banklari depozitlari hajmi erksiz o‘zgaruvchi sifatida tanlanib, aholining inflyatsion kutilmalari, iste’mol narxlari indeksi, milliy valyutadagi depozitlar bo‘yicha jami muddatli foiz stavkalari, yuridik va jismoniy shaxslarning muddatli depozitlari bo‘yicha foiz stavkalari erkli o‘zgaruvchilar sifatida baholangan. Tahlil jarayonida o‘zgaruvchilarning statsionarligi ADF va PP birlik ildiz testlari orqali tekshirilgan hamda ular o‘rtasida uzoq muddatli bog‘liqlik mavjudligini aniqlash uchun ARDL Bounds Test usulidan foydalanilgan. Tadqiqot natijalariga ko‘ra, qisqa muddatda jismoniy shaxslar depozitlari bo‘yicha foiz stavkalari va aholining inflyatsion kutilmalari milliy valyutadagi depozitlar hajmiga sezilarli ta’sir ko‘rsatishi aniqlangan. Shu bilan birga, model natijalari bank depozitlarini barqaror oshirishda foiz siyosati, aholi ishonchi va inflyatsion kutilmalarni boshqarish muhim ahamiyatga ega ekanligini ko‘rsatadi. Maqolada shakllantirilgan ekonometrik model asosida
2030-yilgacha depozitlar hajmining prognoz ko‘rsatkichlari ham ishlab chiqilgan
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