Comparison of International Differences in the Volatility of Economic Growth and Non-Performing Loan Ratio: A Statistical Study Based on the Quantile Regression Model-Reference-Cited by-同舟云学术

Comparison of International Differences in the Volatility of Economic Growth and Non-Performing Loan Ratio: A Statistical Study Based on the Quantile Regression Model

Published:2017-10-20 Issue:6 Volume:21 Page:1094-1101
ISSN:1883-8014
Container-title:Journal of Advanced Computational Intelligence and Intelligent Informatics
language:en
Short-container-title:JACIII

Author:

Qin Song,Wang Zhenlei, , ,

Abstract

What is the level of non-performing loans in China’s banking sector and in different countries? Has the relationship between economic growth and the non-performing loan ratio changed? Is there a difference in the effect of the economic growth of different economies on the rate of non-performing loans in the banking sector? This study analyzes the relationship between economic growth and the non-performing loan ratios and characteristics of 13 countries from 2005-2014 based on quantile regression models with panel data. The results showed that the relationship between economic growth and the non-performing loan ratio was positive before the financial crisis in 2008 but was negative after 2008. The non-performing loan ratio in Canada, Mexico, and the US was low before 2008 and high after 2008. The impact of economic growth on the non-performing loan ratio was more significant for countries with a high non-performing loan ratio than for countries with a low non-performing loan ratio.

Publisher

Fuji Technology Press Ltd.

Subject

Artificial Intelligence,Computer Vision and Pattern Recognition,Human-Computer Interaction

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