Corpus ID: 56546449

Impact of Macroeconomic Forces on Nonperforming Loans: An Empirical Study of Commercial Banks in Pakistan

@inproceedings{Badar2013ImpactOM,
  title={Impact of Macroeconomic Forces on Nonperforming Loans: An Empirical Study of Commercial Banks in Pakistan},
  author={Munib Badar and Atiya Yasmin Javid and Shaheed Zulfiquar},
  year={2013}
}
This study assesses long and short run dynamics between nonperforming loans and macro economic variables covering the period from January 2002 till December 2011 of commercial banks in Pakistan. Macroeconomic variables include inflation, exchange rate, interest rate, gross domestic product and money supply. A long run relationship is found among variables by employing Johansen and Juselius multivariate cointegration. While pair wise bivariate cointegration reveals pair wise long run… Expand

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