The determinants of non-performing loan in four selected Asean countries / Muhammad Fadhil Abdul Rahman and Fatin Aqilah Mohd Jaafar

Abdul Rahman, Muhammad Fadhil and Mohd Jaafar, Fatin Aqilah (2019) The determinants of non-performing loan in four selected Asean countries / Muhammad Fadhil Abdul Rahman and Fatin Aqilah Mohd Jaafar. [Student Project] (Unpublished)

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Abstract

The purpose of this study is to determine the relationship between Non-performing loan with macroeconomics variable from 2008 to 2017 quarterly. Four selected Asean countries are Malaysia, Indonesia, Thailand and Vietnam. The Panel Regression of Fixed Effect Model is used as an empirical model in this study to investigate the relationship between Interest Rate (IR), Inflation Rate (IFR) and Unemployment Rate (UR) with Non-performing Loan. There are some tests involved in the study, which includes Descriptive Statistic, Unit Root Tests, Regression Analysis and Diagnostic Test. In unit root tests, the study used Levin, Lin, Chin (LLC) Test and Im, Pesaran, Shin (IPS) Test. Moreover, diagnostic tests consist of Normality Test, Multicollinearity Test and Autocorrelation Test. The results show that interest rate, inflation rate and unemployment rate are negative significant with Non-Performing Loan.

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Item Type: Student Project
Creators:
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Abdul Rahman, Muhammad Fadhil
UNSPECIFIED
Mohd Jaafar, Fatin Aqilah
UNSPECIFIED
Subjects: H Social Sciences > HB Economic Theory. Demography > Macroeconomics
H Social Sciences > HG Finance > Interest rates
H Social Sciences > HG Finance > Personal finance. Financial literacy
H Social Sciences > HG Finance > Credit. Debt. Loans
Divisions: Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Item ID: 23484
Uncontrolled Keywords: Non-performing loan; Interest rate; Inflation rate; Unemployment rate
URI: https://ir.uitm.edu.my/id/eprint/23484

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