Non-performing loans and macroeconomic indicators in Asian Pacific Region: a dynamic panel data analysis / Nur Najwa Ibrahim @ Hashim

This paper uses dynamic panel data methods to examine the effect of macroeconomic indicators on the non-performing loans (NPLs) in the Asian Pacific Region. Applying yearly data for twelve (12) years from 2000 to 2011 for eighteen countries, the dependent variable in this study is non-performing loa...

Full description

Saved in:

Bibliographic Details
Main Author:	Ibrahim @ Hashim, Nur Najwa
Format:	Thesis
Language:	English
Published:	2013
Subjects:	Income Income distribution National income Including gross national product, gross domestic product, and gross state product
Online Access:	https://ir.uitm.edu.my/id/eprint/92581/1/92581.pdf
Tags:	Add Tag No Tags, Be the first to tag this record!

id	my-uitm-ir.92581
record_format	uketd_dc
spelling	my-uitm-ir.925812024-03-15T07:07:27Z Non-performing loans and macroeconomic indicators in Asian Pacific Region: a dynamic panel data analysis / Nur Najwa Ibrahim @ Hashim 2013 Ibrahim @ Hashim, Nur Najwa Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product This paper uses dynamic panel data methods to examine the effect of macroeconomic indicators on the non-performing loans (NPLs) in the Asian Pacific Region. Applying yearly data for twelve (12) years from 2000 to 2011 for eighteen countries, the dependent variable in this study is non-performing loans (NPLs) while the interest rate (INT), inflation rate (INF), economic growth (GDP) and exchange rate (EXC) are the independent variable in this study. Other than that, this study was being tested using Pooled Ordinary Least Square (POLS), Random Effect (Breusch and Pagan Lagrangian Multiplier Test), Random Effect Generalized Lease Square Regression (GLS) and Fixed Effect (Hausman Fixed Test). The results suggest that interest rate, inflation rate are significant and having positive and negative relationship with NPLs. The others variable are not significant with NPLs. 2013 Thesis https://ir.uitm.edu.my/id/eprint/92581/ https://ir.uitm.edu.my/id/eprint/92581/1/92581.pdf text en public degree Universiti Teknologi MARA, Terengganu Faculty Of Business Management Affandi, Salwani
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Affandi, Salwani
topic	Income Income distribution National income Including gross national product, gross domestic product, and gross state product
spellingShingle	Income Income distribution National income Including gross national product, gross domestic product, and gross state product Ibrahim @ Hashim, Nur Najwa Non-performing loans and macroeconomic indicators in Asian Pacific Region: a dynamic panel data analysis / Nur Najwa Ibrahim @ Hashim
description	This paper uses dynamic panel data methods to examine the effect of macroeconomic indicators on the non-performing loans (NPLs) in the Asian Pacific Region. Applying yearly data for twelve (12) years from 2000 to 2011 for eighteen countries, the dependent variable in this study is non-performing loans (NPLs) while the interest rate (INT), inflation rate (INF), economic growth (GDP) and exchange rate (EXC) are the independent variable in this study. Other than that, this study was being tested using Pooled Ordinary Least Square (POLS), Random Effect (Breusch and Pagan Lagrangian Multiplier Test), Random Effect Generalized Lease Square Regression (GLS) and Fixed Effect (Hausman Fixed Test). The results suggest that interest rate, inflation rate are significant and having positive and negative relationship with NPLs. The others variable are not significant with NPLs.
format	Thesis
qualification_level	Bachelor degree
author	Ibrahim @ Hashim, Nur Najwa
author_facet	Ibrahim @ Hashim, Nur Najwa
author_sort	Ibrahim @ Hashim, Nur Najwa
title	Non-performing loans and macroeconomic indicators in Asian Pacific Region: a dynamic panel data analysis / Nur Najwa Ibrahim @ Hashim
title_short	Non-performing loans and macroeconomic indicators in Asian Pacific Region: a dynamic panel data analysis / Nur Najwa Ibrahim @ Hashim
title_full	Non-performing loans and macroeconomic indicators in Asian Pacific Region: a dynamic panel data analysis / Nur Najwa Ibrahim @ Hashim
title_fullStr	Non-performing loans and macroeconomic indicators in Asian Pacific Region: a dynamic panel data analysis / Nur Najwa Ibrahim @ Hashim
title_full_unstemmed	Non-performing loans and macroeconomic indicators in Asian Pacific Region: a dynamic panel data analysis / Nur Najwa Ibrahim @ Hashim
title_sort	non-performing loans and macroeconomic indicators in asian pacific region: a dynamic panel data analysis / nur najwa ibrahim @ hashim
granting_institution	Universiti Teknologi MARA, Terengganu
granting_department	Faculty Of Business Management
publishDate	2013
url	https://ir.uitm.edu.my/id/eprint/92581/1/92581.pdf
_version_	1794192278512730112

Non-performing loans and macroeconomic indicators in Asian Pacific Region: a dynamic panel data analysis / Nur Najwa Ibrahim @ Hashim

Similar Items