The Interaction between Non-Performing Loans and Macroeconomic Conditions:A Panel Vector Autoregressive Approach

In this paper we assess the interaction between different macroeconomic variables and the quality of  loan portfolio of banks in Iran by using a panel vector autoregressive (PVAR) method that controls for bank-level characteristics. For this purpose, we use a quarterly panel data of banks and some o...

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Bibliografski detalji

Glavni autori:	Esmaeil Mirza’i, Teymour Mohammadi, Abbas Shakeri
Format:	Artigo
Jezik:	Persa
Izdano:	Allameh Tabataba'i University Press 2016-03-01
Serija:	Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī
Teme:	loan quality banking system macroeconomic shocks panel vector autoregressive non-performing loans iran
Online pristup:	https://joer.atu.ac.ir/article_4205_6c1f0b6c253522139f9578cdb027503d.pdf
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