Macroeconomic and Bank-specific Determinants of Household's Non-performing Loans in Tunisia: A Dynamic Panel Data

By Lobna Abid, Med Nejib Ouertani, S. Zouari-Ghorbel. 2014

174 citations recorded by the source corpus.

Abstract Using the dynamic panel data methods estimated over 2003–2012 on around 16 Tunisian banks, the current paper attempts to examine the determinants of households’ non-performing loans (NPLs). The main objective is to investigate the potential effect of both macroeconomic and bank-specific variables on the quality of loans. Our results indicate the extent to which households’ NPLs in the Tunisian banking system can be explained particularly not only by macroeconomic variables (GDP, inflation, interest rates) but also by bad management quality.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c040bd0b8d540f4d93957f5b56fae5f9afe42dcf

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Faozi A. Almaqtari
2. Najib H. S. Farhan
3. Eissa A. Al‐Homaidi
4. Mosab I. Tabash

In Economics and Econometrics

1. Faozi A. Almaqtari
2. Najib H. S. Farhan
3. Eissa A. Al‐Homaidi
4. Mosab I. Tabash

In Finance

1. Faozi A. Almaqtari
2. Najib H. S. Farhan
3. Eissa A. Al‐Homaidi
4. Mosab I. Tabash

Citations in the corpus

• Bank-specific and macro-economic determinants of profitability of Indian commercial banks: A panel data approach (2018, methodology): “For example, Zouari-Ghorbel (2014) used 16 Tunisian banks over a period from 2003 to 2012, Chowdhury and Rasid (2017) employed a sample from 29 banks from GCC countries during 2005– 2013, Marijana et al. (2012) analysed 16 Macedonian banks over a period between 2005 and 2010, Tan and Floros (2015)…”