The linkages between non-performing loans and macoeconomic variables / Roziela Endut

This paper uses dynamic panel data methods to examine the determinants of Nonperforming Loans (NPLs) in the Asia Pacific and South Asia Region. The study is motivated by the hypothesis of Non-performing Loans and macroeconomic variables. The purpose of this paper is to analyze the relationship betwe...

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Main Author: Endut, Roziela
Format: Thesis
Language:English
Published: 2012
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/93774/1/93774.pdf
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spelling my-uitm-ir.937742024-04-16T01:04:20Z The linkages between non-performing loans and macoeconomic variables / Roziela Endut 2012 Endut, Roziela Macroeconomics This paper uses dynamic panel data methods to examine the determinants of Nonperforming Loans (NPLs) in the Asia Pacific and South Asia Region. The study is motivated by the hypothesis of Non-performing Loans and macroeconomic variables. The purpose of this paper is to analyze the relationship between the non-performing loans, interest rate (BLR), inflation rate (CPI) and economic growth (GDP) by utilizing STATA software. The relationship among those variables is investigated using yearly data for nine (9) years from 2000 to 2008. The Researcher used Pooled Ordinary Least Squares (POLS) Regression, Random- Effect GLS Regression, Breusch and Pagan Langrangian Multiplier Test for Random Effects and Two Way Estimation Random Effects to retrieve the result. From the result, it shows that only one independent variable which is interest rate (BLR) is the most significant relationship with Non-performing Loan (NPLs). As a remainder of the paper, researcher will use default, arrears and non-performing loans (NPLs) as synonyms. 2012 Thesis https://ir.uitm.edu.my/id/eprint/93774/ https://ir.uitm.edu.my/id/eprint/93774/1/93774.pdf text en public degree Universiti Teknologi MARA, Terengganu Faculty Of Business Management Wan Mahmood, Wan Mansor
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Wan Mahmood, Wan Mansor
topic Macroeconomics
spellingShingle Macroeconomics
Endut, Roziela
The linkages between non-performing loans and macoeconomic variables / Roziela Endut
description This paper uses dynamic panel data methods to examine the determinants of Nonperforming Loans (NPLs) in the Asia Pacific and South Asia Region. The study is motivated by the hypothesis of Non-performing Loans and macroeconomic variables. The purpose of this paper is to analyze the relationship between the non-performing loans, interest rate (BLR), inflation rate (CPI) and economic growth (GDP) by utilizing STATA software. The relationship among those variables is investigated using yearly data for nine (9) years from 2000 to 2008. The Researcher used Pooled Ordinary Least Squares (POLS) Regression, Random- Effect GLS Regression, Breusch and Pagan Langrangian Multiplier Test for Random Effects and Two Way Estimation Random Effects to retrieve the result. From the result, it shows that only one independent variable which is interest rate (BLR) is the most significant relationship with Non-performing Loan (NPLs). As a remainder of the paper, researcher will use default, arrears and non-performing loans (NPLs) as synonyms.
format Thesis
qualification_level Bachelor degree
author Endut, Roziela
author_facet Endut, Roziela
author_sort Endut, Roziela
title The linkages between non-performing loans and macoeconomic variables / Roziela Endut
title_short The linkages between non-performing loans and macoeconomic variables / Roziela Endut
title_full The linkages between non-performing loans and macoeconomic variables / Roziela Endut
title_fullStr The linkages between non-performing loans and macoeconomic variables / Roziela Endut
title_full_unstemmed The linkages between non-performing loans and macoeconomic variables / Roziela Endut
title_sort linkages between non-performing loans and macoeconomic variables / roziela endut
granting_institution Universiti Teknologi MARA, Terengganu
granting_department Faculty Of Business Management
publishDate 2012
url https://ir.uitm.edu.my/id/eprint/93774/1/93774.pdf
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