Studying the Effect of Macroeconomic Indices on Non-performing Loans

Hadi Heydari, Zahra Zavarian and Iman Nourbakhsh

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2010, vol. 2, issue 4, 191-220

Abstract: The situations of macroeconomic and governments and central bank’s intervention in economic accompanied by business cycles consequences which figure out in the economic، can stimulate profitability of borrowers and affect the default in payments of banking systems. In such an atmosphere، having an estimated model helps us to better understand

Keywords: Default Rate; Macroeconomic Indices; ARDL; VAR; Stress Testing (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmbres:v:2:y:2010:i:4:p:191-220

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