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Journal of Money & Economy


(رتبه علمی-پژوهشی)

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:: year 8, Issue 23 (Spring 2015) ::
JMBR 2015, 8(23): 83-100 Back to browse issues page
Analysis of First Round and Second Round Effects on Financial Statement of Banks
Azam Ahmadyan , Hadi Heidari * 1
Abstract:   (2613 Views)

The present study examined the effects of the first round (real impact on banks' balance sheets) and second-round effects (reactions of financial statement and transmission to the real sector) for monthly data from 2007 to 2014. To this end, using a dynamic panel data model with cross-dependency properties of common correlated effects (CCE) has been used. The results of Dynamic panel model to examine the effects of the first round for each bank confirms that performing loans in the past two periods have had a significant impact on the amount of next phase. The change in GDP with one and two lags has different effects on the country's banks, and for Eghtesade Novin, Persian,Keshavarzi,Karafarin,Saderat, Pasargad and Sepah is significant. Results of Granger causality test for Aggregate balance sheet data show that (second round effects) we know performing loan as Granger causality of GDP change. The results of estimated model shows that in those period desired changes in the performing loan has negative impact on real economy.

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Type of Study: Empirical Study |
Received: 2015/03/4 | Accepted: 2015/09/5 | Published: 2016/07/20
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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
year 8, Issue 23 (Spring 2015) Back to browse issues page
فصلنامه پژوهش‌های پولی-بانکی Journal of Monetary & Banking Research
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