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Savings Determinants of Moroccan banks: A cointegration modeling approach

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  • FERROUHI, El Mehdi
  • LEHADIRI, Abderrassoul

Abstract

The present paper examines the existence or not of long run relationship between bank-specific and macroeconomic variables and savings in Moroccan banks using cointegration approach and aims to identify the determinants of Moroccan banks’ savings. We first use Augmented Dickey Fuller (DICKEY and FULLER, 1979) test and PHILLIPS-PERON (PP) unit root test to test the stationary. As all the variables are integrated of the order 1, we apply JOHANSEN JUSELIUS cointegration test to test the cointagration and to evaluate the existence of long-run relationship between the variables. The presence of cointegration between deposits and others variables provide evidence that these variables share a long-run relationship. Therefore, it concludes that there is a long run equilibrium governing the relationship among the variables.

Suggested Citation

  • FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2014. "Savings Determinants of Moroccan banks: A cointegration modeling approach," MPRA Paper 76371, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:76371
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    References listed on IDEAS

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    Cited by:

    1. FERROUHI, El Mehdi, 2017. "Determinants of bank deposits in Morocco," MPRA Paper 79075, University Library of Munich, Germany.

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    More about this item

    Keywords

    Savings; Moroccan banks; cointegration modeling approach;
    All these keywords.

    JEL classification:

    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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