Publication: Panel veri analizi yöntemi ile finansal başarısızlığın modellenmesi : BIST imalat sektörü şirketleri üzerine uygulama
Abstract
Bu tezde yapılmış olan çalışmada BİST imalat sektöründe faaliyetlerini sürdüren şirketlerden belirli kriterler doğrultusunda seçilen bir örnek ile finansal başarısızlık modellemesi yapılmıştır. Uygulamada 40 adet işletmenin 2015-2019 yıları arsındaki bilanço ve kâr zarar tablolarından elde edilen bilgiler çeyreklik olarak düzenlenmiştir. Panel veri analizine uygun olarak oluşturulan modelde, başarısızlık kriteri olarak Sprigate’in S skor modeli tercih edilmiştir. S skor modeline etki eden açıklayıcı değişkenler ile şirketlerde finansal başarısızlık modeli tahmin edilmiştir.
In the study conducted in this thesis, financial failure modeling was performed with a sample selected from companies operating in the BIST manufacturing sector according to specific criteria. In practice, the information obtained from the balance sheets and profit and loss statements of 40 businesses between 2015-2019 are arranged on a quarterly basis. Model created in accordance with Panel data analysis, Sprigate's s score model is preferred as the failure criterion. Financial failure model in companies is estimated with the explanatory variables affecting the s model.
In the study conducted in this thesis, financial failure modeling was performed with a sample selected from companies operating in the BIST manufacturing sector according to specific criteria. In practice, the information obtained from the balance sheets and profit and loss statements of 40 businesses between 2015-2019 are arranged on a quarterly basis. Model created in accordance with Panel data analysis, Sprigate's s score model is preferred as the failure criterion. Financial failure model in companies is estimated with the explanatory variables affecting the s model.