Measuring the relationship of the impact of some indicators of financial services on bank failure in Iraq for the period (2011-2021)
- Авторы: Ghaleb Shaker B.1, Adel Salam K.1, Falah Thamer A.2
-
Учреждения:
- College of Administration and Economics, University of Wasit
- Kut Technical institute, Middle Technical University
- Выпуск: Том 13, № 4 (2023)
- Страницы: 845-860
- Раздел: Статьи
- URL: https://journals.eco-vector.com/2587-8921/article/view/625057
- DOI: https://doi.org/10.18334/eo.13.4.119277
- ID: 625057
Цитировать
Полный текст
Открытый доступ
Доступ предоставлен
Доступ платный или только для подписчиков
Аннотация
The article aims at analyzing the relationship between some indicators of financial services, their level of quality, and bank failure, and how the improvement of these services avoids the banking sector falling into some risks and crises, the most important of which is the failure of borrowers or their inability to pay their financial obligations, which results in an impact on the effectiveness of the banking system and the smoothness of banking services provided to customers. The ARDL methodology was used to analyze the standard relationship and interpret it economically. The results of the standard tests showed that the appropriate model is (1, 0, 0, 2), that is, with a single slowing period for the banking default variable, which is an internal variable, and without slowing periods for each of the banking spread and electronic payment services variables, with two slowing periods for the banking depth variable.
Ключевые слова
Об авторах
Bahit Ghaleb Shaker
College of Administration and Economics, University of WasitAss. Prof., Dr., College of Administration and Economics, University of Wasit (Al Kut, Wasit, Iraq)
Kashkool Adel Salam
College of Administration and Economics, University of Wasit
Email: s_samer@mail.ru
Ass. Prof., Dr., College of Administration and Economics, University of Wasit (Al Kut, Wasit, Iraq)
Alwan Falah Thamer
Kut Technical institute, Middle Technical UniversityKut Technical institute, Middle Technical University (Baghdad, Iraq)
Список литературы
- 1. Bahmani-Oskooee Mohsen, Raymond Chi Wing Ng Long-run demand for money in Hong Kong: an application of the ARDL model // International journal of business and economics. – 2002. – № 1(2). – p. 147-155.
- 2. Baltagi Badi H., Li Qi A joint test for serial correlation and random individual effects // Statistics Probability Letters. – 1991. – № 11(3). – p. 277-280.
- 3. In Choi, Bhum Suk Chung Sampling frequency and the power of tests for a unit root: A simulation study // Economics Letters. – 1995. – № 49(2). – p. 131-136.
- 4. Dufour Jean-Marie, Khalaf Lynda, Bernard Jean-Thomas, Genest Ian Simulation-based finite-sample tests for heteroskedasticity and ARCH effects // Journal of Econometrics. – 2004. – № 122(2). – p. 317-347.
- 5. Franke Todd, Ho, Timothy, Christie Christina The Chi-Square Test Often Used and More Often Misinterpreted // American Journal of Evaluation. – 2012. – № 33. – p. 448-458. – doi: 10.1177/1098214011426594.
- 6. George J. Benston, George G. Kaufman Risks and Failures in Banking; Overview, History, and Evaluation. - Federal Reserve Bank of st. Louis, 2010. – 28 p.
- 7. Halunga Andreea G., Orme Chris D., Yamagata Takashi A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models // Journal of econometrics. – 2017. – № 198(2). – doi: 10.1016/j.jeconom.2016.12.005.
- 8. Jeong Jinook, Kim Tae-Hwan, Hyun Joo-Yeon, Mun Hyeong The effect of a variance shift on the Breusch-Godfrey's LM test // Applied Economics Letters. – 2010. – № 17. – p. 399-404. – doi: 10.1080/13504850701748933.
- 9. Khan A.D. Theralationship between Liquidity riskk and credit facilities and its impact on the profitablity // Commercial banks in India. – 2019. – № 3.
- 10. Kirti Solanki Financil services, Definition, Objectives. - CMFS, 2022.
- 11. Lee Sangyeol, Park, Siyun The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes // Scandinavian Journal of Statistics. – 2001. – № 28. – p. 625-644. – doi: 10.1111/1467-9469.00259.
- 12. Leybourne Stephen, Taylor Robert, Kim Tae-Hwan CUSUM of squares-based tests for a change in persistence // Journal of Time Series Analysis. – 2007. – № 28(3). – p. 408-433. – doi: 10.1111/j.1467-9892.2006.00517.x.
- 13. Nkoro E., Uko A. K. Autoregressive Distributed Lag (ARDL) Cointegration Technique: Application and Interpretation // Journal of Statistical and Econometric Methods. – 2016. – № 5. – p. 63-91.
- 14. Pesaran M. Hashem, Shin, Yongcheol, Smith Richard J. Bounds testing approaches to the analysis of level relationships // Journal of applied econometrics. – 2001. – № 16(3). – p. 289-326. – doi: 10.1002/jae.616.
- 15. Sakamoto Y., Ishiguro M., Kitagawa G. Akaike information criterion statistics. - Kluwer Academic Publishers Group, Dordrecht, Netherlands, 1986. – 290 p.
- 16. Thadewald T., Büning H. Jarque–Bera test and its competitors for testing normality–a power comparison // Journal of applied statistics. – 2007.
Дополнительные файлы
