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...
Saved in:
Main Author: | |
---|---|
Format: | Thesis |
Language: | English |
Published: |
2012
|
Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/93774/1/93774.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
my-uitm-ir.93774 |
---|---|
record_format |
uketd_dc |
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 |
_version_ |
1804889900210716672 |