不良贷款的宏观经济因素:波斯尼亚和黑塞哥维那的情况

IF 0.5 Q4 ECONOMICS

Ekonomska Misao i Praksa-Economic Thought and Practice Pub Date : 2022-12-01 DOI:10.17818/emip/2022/2.4

Ante Džidić, I. Živko, A. Çolak

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引用次数: 2

摘要

本文考察了波斯尼亚和黑塞哥维那银行业不良贷款(NPLs)的关键宏观经济因素。本研究采用2005年至2019年的季度时间序列数据。采用自回归分布滞后(ARDL)方法对宏观经济时间序列之间的长期和短期关系进行建模。研究结果表明，实际GDP的增长与不良贷款的下降相关，而失业率和消费价格的上升与不良贷款水平的上升相关，其显著性水平为5%。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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MACROECONOMIC FACTORS OF NON-PERFORMING LOANS: THE CASE OF BOSNIA AND HERZEGOVINA

This paper examines the key macroeconomic factors of non-performing loans (NPLs) in the banking sector of Bosnia and Herzegovina. The research is conducted on quarterly time series data within the period from 2005 to 2019. The autoregressive distributed lag (ARDL) approach is used to model the long-run and short-run relationship between macroeconomic time series. The research results show that increase in real GDP is associated with decrease in NPLs, while rising unemployment and consumer prices are correlated with higher levels of NPLs at 5% significance level.

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来源期刊

Ekonomska Misao i Praksa-Economic Thought and Practice ECONOMICS-

CiteScore

0.60

自引率

0.00%

发文量

审稿时长

15 weeks