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Macroeconomic determinants of non-performing loans in GCC economies: does the global financial crisis matter?

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  • Hisham H. Abdelbaki

Abstract

This paper uses the OLS, fixed effects, Arellano and Bond GMM and VAR model to empirically examine the macroeconomic determinants of non-performing loans in GCC through the period from 1998 to 2016. The main findings conclude that non-oil GDP growth, domestic credit to private sector to GDP ratio and inflation rate have negative effects on non-performing loans. Whereas, interest rate and financial crisis have positive effects on non-performing loans. The findings also suggest that the domestic credit to private sector to GDP ratio is the main factor affecting non-performing loans in the short run. While, interest rate is the main factor which influences non-performing loans size in the long run is a faster during the period before the financial crisis.

Suggested Citation

  • Hisham H. Abdelbaki, 2019. "Macroeconomic determinants of non-performing loans in GCC economies: does the global financial crisis matter?," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 17(4), pages 433-447.
    • Handle: RePEc:ids:ijecbr:v:17:y:2019:i:4:p:433-447
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    Cited by:

    1. Ozili, Peterson K & Salman, Asma & Ali, Qaisar, 2020. "The impact of foreign direct investment inflows on nonperforming loans: the case of UAE," MPRA Paper 115825, University Library of Munich, Germany.

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