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首页> 外文期刊>Journal of Economics and Sustainable Development >The Effect of Dollarization on the Growth of Non-Performing Loans in the Zimbabwe Banking System: An Autoregressive Distributed Lag (ARDL) Bound Test Approach
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The Effect of Dollarization on the Growth of Non-Performing Loans in the Zimbabwe Banking System: An Autoregressive Distributed Lag (ARDL) Bound Test Approach

机译：美元化对津巴布韦银行系统不良贷款增长的影响：自回归分布式滞后（ARDL）约束测试方法

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摘要

This research evaluates the effect of dollarization and internal bank factors that caused unprecedented high levels of non-performing loans (NPLs) in the Zimbabwe banking system. In examining the surrounding issues, recommendations are made, which might resolve or at least ameliorate Zimbabwe’s NPLs problem. The study employed an autoregressive distributed lag (ARDL) bound test procedure by making use of the financial soundness indicator data for a Zimbabwe banking system for the period 2000-2014 on a quarterly basis. Empirical findings indicated that the dollarization has no influence on the growth of NPLs both in the short and long run. Among bank fundamentals, however, liquidity, return on equity, efficiency and interest rate spread proved to be prominent bank-specific determinants of NPLs. The findings also suggest that return on equity and NPLs from previous period are positively related to current levels of NPL. On the other hand, however, liquidity, cost efficiency and interest rate spread variables in the long-run were found to have a negatively significant impact on NPLs. Keywords: banking system, non-performing loans, dollarization, ARDL, Zimbabwe
机译：这项研究评估了美元化和内部银行因素的影响，这些因素在津巴布韦银行系统中造成了前所未有的高水平的不良贷款（NPL）。在研究周围问题时，提出了一些建议，这些建议可能会解决或至少改善津巴布韦的不良贷款问题。该研究每季度利用津巴布韦银行系统2000-2014年的财务稳健性指标数据，采用了自回归分布滞后（ARDL）界线测试程序。实证结果表明，无论短期还是长期，美元化对不良贷款的增长均无影响。然而，在银行基本面中，流动性，股本收益率，效率和利率利差被证明是不良贷款在银行中的主要决定因素。研究结果还表明，前期的净资产收益率和不良贷款与当前的不良贷款水平呈正相关。但是，另一方面，从长期来看，发现流动性，成本效率和利率利差变量对不良贷款有负面影响。关键字：银行系统不良贷款美元化ARDL津巴布韦

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