The Impact of Macroeconomic Indicators on the Nonperforming Loans (Case of Iran)

Mohammad Valipour Pasha and Hossein Bastanzad
Additional contact information
Mohammad Valipour Pasha: Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
Hossein Bastanzad: Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran

Journal of Money and Economy, 2015, vol. 10, issue 1, 63-82

Abstract: Financial statements of nineteen mature banks have been patronized to examine the impact of macroeconomic indicators and bank-specific determinants on the NPLs ratio through Quantile and Panel Data regression approaches. The impact of macroeconomic indicators on credit risk is statistically estimated for banking network via two directions. First, different quantiles

Keywords: Nonperforming loans; Macroeconomic indicators; Quantile regression; Panel data (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
http://jme.mbri.ac.ir/article-1-188-en.pdf (application/pdf)
http://jme.mbri.ac.ir/article-1-188-en.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmonec:v:10:y:2015:i:1:p:63-82

Access Statistics for this article

More articles in Journal of Money and Economy from Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
Bibliographic data for series maintained by P. R. ().