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The Impact of Macroeconomic and Banking Variables on Non-Performing Loans in Oil Cycles: Evidence from Iran

Farhad Rahbar and Mohsen Behzadi Soufiani
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Farhad Rahbar: Faculty of Economics, University of Tehran
Mohsen Behzadi Soufiani: Faculty of Economics, University of Tehran

Journal of Money and Economy, 2021, vol. 16, issue 2, 135-164

Abstract: The present study investigates the impact of macroeconomic and bank-specific variables on non-performing loans (NPLs). To avoid the identification problem, two models are employed to address this impact. The first one tests the effect of macroeconomic variables including the growth of oil revenues, inflation, and the growth of GDP without

Keywords: NPLs; Iran; Oil Revenues; STR; PSTR. (search for similar items in EconPapers)
Date: 2021
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