Fraud and Bank Performance in Nigeria – Var Granger Causality Analysis

e-Finanse ◽  
2020 ◽  
Vol 16 (1) ◽  
pp. 20-26
Author(s):  
Taiwo A. Muritala ◽  
Muftau A. Ijaiya ◽  
Olatanwa H. Afolabi ◽  
Abdulrasheed B. Yinus
Keyword(s):  
Control Systems ◽  
Granger Causality ◽  
Internal Control ◽  
Banking Sector ◽  
Bank Performance ◽  
Causality Analysis ◽  
Vector Autoregressive ◽  
Granger Causality Analysis ◽  
Long Run ◽  
Multivariate Cointegration

AbstractThis paper examines the causality between fraud and bank performance in Nigeria over the period 2000-2016 for quarterly financial data using Johansen’s Multivariate Cointegration Model and Vector Autoregressive (VAR) Granger Causality analysis. The results show a long-run relationship between the variables. Bank performance was found to be linked to Granger fraud variables and vice versa at 10% significant level. This study reveals that there was a direct causal relationship between bank performance and fraud because increase in fraudulent activities in the banking sector leads to reduction in bank performance. Hence, this study recommends that internal control systems of banks should be strengthened so as to detect and prevent fraud. In this way, bank assets would be protected.

scholarly journals Relationship between Remittance and Credit Disbursement of the Banking Sector: A Study from Bangladesh

2016 ◽  
Vol 1 (1) ◽  
pp. 39-52 ◽  
Author(s):  
Dewan Muktadir-Al-Mukit ◽  
Nazrul Islam
Keyword(s):  
Time Series ◽  
Economic Development ◽  
Granger Causality ◽  
Commercial Banks ◽  
Positive Relationship ◽  
Banking Sector ◽  
Causality Analysis ◽  
Monthly Data ◽  
Granger Causality Analysis ◽  
Business And Management

The paper investigates the relationships of remittance with credit disbursement of the banking sector in Bangladesh. The major portion of the remittance in Bangladesh is transferred through different banks as official channel. Besides, remittance recipient families transfer a portion of the remittance in the deposit accounts of different commercial banks. This two-way process helps to increase the liquidity position of the bank that enables them to increase the credit disbursement position of the banks. Moreover, the use of this loan by the business entrepreneurs indirectly helps economic development of Bangladesh. This study uses time series econometric techniques with monthly data spanning from 1976 to 2012 to explore the relationships between the remittances and the credit disbursements of the banks. The findings of the study clearly show that remittances assist to enhance the amount of credit disbursements of the banking sector in Bangladesh. The normalized co-integrating coefficients are found statistically significant and show a stable and positive relationship between the variables under this study. Finally, Granger causality analysis suggests the existence of bidirectional causality between remittances and credit disbursements.Journal of Business and Management Studies Vol.1(1) 2016: 39-52

scholarly journals Foreign Direct Investment, Exports, and Long-Run Economic Growth in Asia: Panel Cointegration and Causality Analysis

2015 ◽  
Vol 8 (1) ◽  
pp. 26 ◽  
Author(s):  
Seng Sothan
Keyword(s):  
Economic Growth ◽  
Foreign Direct Investment ◽  
Granger Causality ◽  
Direct Investment ◽  
Panel Cointegration ◽  
Causality Analysis ◽  
Granger Causality Analysis ◽  
Long Run ◽  
Panel Granger Causality ◽  
Causal Impact

This paper examines the co-movement and causal impact of foreign direct investment (FDI) and exports on economic growth in 21 Asian countries over the period 1980 to 2013, using the panel cointegration and Granger causality analysis. Findings strongly confirm that there is a long-run steady-state relationship between FDI, exports, and GDP for the selected countries. Based on the panel Granger causality analysis, there is long-run bidirectional causality between FDI and GDP and between exports and GDP. This can be concluded that FDI and exports do have causal impact on long-run growth in the countries being investigated.

scholarly journals Does Islamic Banking Contribute to Economic Growth and Industrial Development in Turkey?

IKONOMIKA ◽  
2017 ◽  
Vol 2 (1) ◽  
Author(s):  
Serhat Yüksel ◽  
İsmail Canöz
Keyword(s):  
Economic Growth ◽  
Granger Causality ◽  
Industrial Development ◽  
Banking Sector ◽  
Islamic Banking ◽  
Gdp Growth ◽  
Islamic Banks ◽  
Causality Analysis ◽  
Quarterly Data ◽  
Granger Causality Analysis

This paper aims to identify the effects of Islamic banking on economic growth and industrial development in Turkey. For this purpose, quarterly data for the periods between 2005 and 2016 were taken into the consideration. Additionally, VAR Granger causality analysis was used in this study. It was concluded that Islamic banks’ loans do not have a significant effect on the improvement of economy and industry in Turkey. The main reason for this result is that Islamic banking has a very low percentage in Turkish banking sector. Thus, it can be said that Islamic banking in Turkey should be so developed that it can contribute to GDP growth and industrial development.

scholarly journals Bayesian Based Granger Causality Analysis for Positive Emotional EEGs

2021 ◽  
Vol 168 ◽  
pp. S98
Author(s):  
Xiaohui Gao ◽  
Yinuo Zhang ◽  
Ke Liu ◽  
Yin Tian ◽  
Peiyang Li
Keyword(s):  
Granger Causality ◽  
Causality Analysis ◽  
Granger Causality Analysis
Sign in / Sign up

Export Citation Format

Share Document