The purpose of this study is to determine for Turkey the global crisis in which areas the last global financial crisis erupted in America in 2008 affected Turkey and to do an econometric study on this issue. This econometric study has been tried to be carried out by means of artificial neural networks method through an empirical modeling. When selecting the dependent variable, the most suitable one was chosen by reviewing the studies in the literature on the subject. A sample was created by benefitting firstly from the study of Kaminsky (1999), secondly from Andreou et al. (2007), thirdly from Gujarati (1995). In brief, a created dependent variable composed of "0" and "1". On the contrary, I care about when selecting the independent variables which are meaningful and important for Turkey were tried to be used as much as possible. These variables are, in order of importance, total exports, CPI, gross domestic product ratio of total deposits, the exchange rate (US $), total imports, the net international reserves, industrial production index, M2 money supply, banking sector domestic loan on private sector/domestic credit amount, government bonds, treasury bills and the ISE index 100.