Macroeconomic determinants of non-performing loans in GCC economies: does the global financial crisis matter?
by Hisham H. Abdelbaki
International Journal of Economics and Business Research (IJEBR), Vol. 17, No. 4, 2019

Abstract: This paper uses the OLS, fixed effects, Arellano and Bond GMM and VAR model to empirically examine the macroeconomic determinants of non-performing loans in GCC through the period from 1998 to 2016. The main findings conclude that non-oil GDP growth, domestic credit to private sector to GDP ratio and inflation rate have negative effects on non-performing loans. Whereas, interest rate and financial crisis have positive effects on non-performing loans. The findings also suggest that the domestic credit to private sector to GDP ratio is the main factor affecting non-performing loans in the short run. While, interest rate is the main factor which influences non-performing loans size in the long run is a faster during the period before the financial crisis.

Online publication date: Mon, 03-Jun-2019

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