Macroeconomic Factors of Non-performing Loans under Currency Board Regime: A Case of Bosnia and Herzegovina

Published: 10 May 2022| Version 2 | DOI: 10.17632/g9j9nkz22s.2
Contributor:
Ante Džidić

Description

Data sample contains the data on NPL ratio and macroeconomic variables for Bosnia and Herzegovina over the period between Q1:2005 and Q4:2019. The data is used to examine the effect of macroeconomic factors such as GDP, unemployment and inflation on the level of non-performing loans (NPLs) in banking sector of Bosnia and Herzegovina. The research is conducted using autoregressive distributed lag model. The research results show that real GDP negatively affects the level of NPLs, while rising unemployment and consumer prices increase the level of NPLs.

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Steps to reproduce

Quarterly data on research variables are taken from IMF database (International Financial Statistics) and from the Agency for Statistics of Bosnia and Herzegovina.

Institutions

Sveuciliste u Mostaru Economski Fakultet

Categories

Finance, Interaction of Financial Markets and Macroeconomy

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