The purpose of this research is to investigate the effect of macroeconomic variables on risks for Iran banking system during the years 1370 to 1395. In this regard, gross domestic production, inflation and degree of openness have been considered as exogenous variables where the ratios of time deposits to total deposits, off balance sheet items, and loans to total assets being endogenous variables. Using Johanson-Yoselius Test, it is revealed that GDP has a positive significant effect on deposit ratios and off balance sheet items, and negative significant effect on loans to assets ratio.
In all the models, inflation has a positive impact on endogenous variables. Moreover, it is shown that in two out of three models, degree of openness has a positive and significant effect on deposits ratio.
Farahbakhsh,N. (2018). The Long Run Relationship between Economic and Banking Variables in Iran. Quarterly Studies in Banking Management and Islamic Banking, 3(6, 7), 179-205.
MLA
Farahbakhsh,N. . "The Long Run Relationship between Economic and Banking Variables in Iran", Quarterly Studies in Banking Management and Islamic Banking, 3, 6, 7, 2018, 179-205.
HARVARD
Farahbakhsh N. (2018). 'The Long Run Relationship between Economic and Banking Variables in Iran', Quarterly Studies in Banking Management and Islamic Banking, 3(6, 7), pp. 179-205.
CHICAGO
N. Farahbakhsh, "The Long Run Relationship between Economic and Banking Variables in Iran," Quarterly Studies in Banking Management and Islamic Banking, 3 6, 7 (2018): 179-205,
VANCOUVER
Farahbakhsh N. The Long Run Relationship between Economic and Banking Variables in Iran. Quarterly Studies in Banking Management and Islamic Banking, 2018; 3(6, 7): 179-205.
