Savings Determinants of Moroccan banks: A cointegration modeling approach

El Mehdi Ferrouhi and Abderrassoul Lehadiri

MPRA Paper from University Library of Munich, Germany

Abstract: The present paper examines the existence or not of long run relationship between bank-specific and macroeconomic variables and savings in Moroccan banks using cointegration approach and aims to identify the determinants of Moroccan banks’ savings. We first use Augmented Dickey Fuller (DICKEY and FULLER, 1979) test and PHILLIPS-PERON (PP) unit root test to test the stationary. As all the variables are integrated of the order 1, we apply JOHANSEN JUSELIUS cointegration test to test the cointagration and to evaluate the existence of long-run relationship between the variables. The presence of cointegration between deposits and others variables provide evidence that these variables share a long-run relationship. Therefore, it concludes that there is a long run equilibrium governing the relationship among the variables.

Keywords: Savings; Moroccan banks; cointegration modeling approach (search for similar items in EconPapers)
JEL-codes: G17 G21 G32 (search for similar items in EconPapers)
Date: 2014-11-01
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Citations: View citations in EconPapers (1)

Published in International Journal of Innovation and Applied Studies 2.9(2014): pp. 968-973

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:76371

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