scholarly journals DEPOSIT INSURANCE COVERAGE LIMIT: HOW MUCH IS ENOUGH? EVIDENCE FROM INDIA

2020 ◽  
Vol 4 (4) ◽  
pp. 66-83
Author(s):  
Varda Sardana ◽  
Abha Shukla
Keyword(s):  
Deposit Insurance ◽  
Time Series Data ◽  
Insurance Coverage ◽  
Fold Increase ◽  
Series Data ◽  
Time Increase ◽  
Sample Period ◽  
Safety Nets ◽  
Coverage Ratio ◽  
Banking Stability

Deposit insurance is one of the safety nets employed by nations to ensure banking stability and depositor protection. Determining the appropriate coverage limit for depositors under a system of explicit deposit insurance is one of the most important policy decisions. This study examines the adequacy of deposit insurance coverage limit, through a case of India, to determine the appropriate level of coverage. The study also investigates the suitability of the recent five-fold increase in the coverage limit of India. Time series data from 1993-94 to 2017-18 has been employed for the regression analysis. India’s data has been compared with several countries with similar deposit insurance characteristics, using a t-test of sample means, over the period 2003 to 2017. The results show that the real coverage limit as well as the coverage ratio in India has been declining over the sample period. Moreover, India’s position has tumbled vis-à-vis its peers in terms of coverage ratio. The findings suggest that the increase in India’s coverage limit, after almost 27 years, is a much-needed move. The increase is enough to bring back India’s coverage limit to comparable levels; however, this one-time increase is not sufficient in isolation of other policy variables.

The Demand for Alcoholic Beverages: An Aggregate Time-Series Analysis

1985 ◽  
Vol 4 (1) ◽  
pp. 47-54 ◽  
Author(s):  
David Levy ◽  
Neil Sheflin
Keyword(s):  
Time Series ◽  
Alcohol Consumption ◽  
Time Series Data ◽  
Income Elasticity ◽  
Alcoholic Beverages ◽  
Series Data ◽  
Sample Period ◽  
Weak Evidence ◽  
Price Effects ◽  
Alternative Measures

We estimate the total demand for alcoholic beverages with annual U. S. time-series data from 1940–80 using two alternative measures of alcohol consumption. By concentrating on the total demand for alcoholic beverages we subsume the cross-price effects. Our results indicate a price elasticity of (minus)0.5 and an income elasticity of 0.4 and weak evidence of a somewhat higher propensity to consume alcoholic beverages by those under 21. After correcting for heteroskedasticity, the estimates are found to be statistically stable over the sample period.

Asset Quality and Deposit Money Banks Performance in Nigeria

2019 ◽  
Vol 1 (1) ◽  
pp. 38-47
Author(s):  
Mbatabbey Joy Ogboru
Keyword(s):  
Time Series ◽  
Financial Stability ◽  
Deposit Insurance ◽  
Time Series Data ◽  
Annual Reports ◽  
Series Data ◽  
Bank Performance ◽  
Long Run ◽  
Short Run ◽  
Asset Quality

This study investigate the relationship between asset quality and deposit money banks performance in Nigeria over a period of 30 years ranging from 1986 to 2016, utilizing time series data collected from the Nigeria deposit insurance corporation annual reports and accounts, CBN financial stability report and CBN statistically bulletin for various years. The variables of study includes return on asset (ROA) proxy for Deposit Money Bank performance in Nigeria, ratio of non-performing loan to total loan (NPL), ratio of liquid assets to total assets (LAT) and ratio of liquid assets to short term liabilities (LAS) as measures of asset quality. The study utilizes both the descriptive and econometric techniques to analyze the time series data. The result shows that there is a short run relationship between asset quality and deposit money bank performance in Nigeria. Also, the co-integration result reveals the presence of a long run relationship between asset quality and deposit money bank performance in Nigeria while the granger causality result shows evidence of causality between asset quality and deposit money bank performance in Nigeria. Based on this we conclude by saying that maintaining sound assets quality position is critical to the long term performance, survival and sustainability of DMBs in Nigeria.

scholarly journals PENGARUH HARGA PROPERTI RESIDENSIAL DAN KEBIJAKAN FINANCING TO VALUE TERHADAP STABILITAS PERBANKAN SYARIAH DI INDONESIA

2021 ◽  
Vol 7 (2) ◽  
Author(s):  
Ahmad Fatoni
Keyword(s):  
Commercial Banks ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Residential Property ◽  
Correction Model ◽  
Property Price ◽  
Banking Stability ◽  
The Stability

This study aims to analyze the effect of residential property prices and Financing to Value policies on the stability of Islamic Commercial Banks in Indonesia. This study uses secondary data, namely time series data from all Islamic Commercial Banks in Indonesia during the period March 2010 to December 2020. The model used in this study is the Error Correction Model (ECM). The results of the study found that the Residential Property Price Index of small and medium types in the long term has an influence on the stability of Islamic Commercial Banks. However, each of them supports a different hypothesis, namely the collateral value hypothesis and the deviation hypothesis. Meanwhile, it was found that in the long and short term the Financing to Value policy had an influence on the stability of Islamic Commercial Banks in Indonesia. Keywords: Islamic Banking Stability, Property Price, Financing to Value

Terrorism and Wine Tourism: The Case of Museum Attendance

2018 ◽  
Vol 13 (4) ◽  
pp. 375-383 ◽  
Author(s):  
Olivier Gergaud ◽  
Florine Livat ◽  
Haiyan Song
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Terrorist Attacks ◽  
Series Data ◽  
Regression Estimation ◽  
Sample Period ◽  
Wine Tourism ◽  
The Impact ◽  
The City ◽  
Jel Classifications

AbstractIn this article, we use attendance data from La Cité du Vin, a wine museum in the city of Bordeaux, to assess the impact of the recent wave of terror that affected France on wine tourism. We use recent count regression estimation techniques suited for time series data to build a prediction model of the demand for attendance at this museum. We conclude that the institution lost about 5,000 visitors over 426 days, during which 14 successive terrorist attacks took place. This corresponds to almost 1% of the total number of visitors in the sample period. (JEL Classifications: L83, Z30)

Testing Increasing Sensitivity of Enrollment at Private Institutions to Tuition and other Costs

1996 ◽  
Vol 40 (1) ◽  
pp. 40-45 ◽  
Author(s):  
Yu Hsing ◽  
Hui S. Chang
Keyword(s):  
Higher Education ◽  
Time Series ◽  
Functional Form ◽  
Time Series Data ◽  
Series Data ◽  
Standard Errors ◽  
Private Institutions ◽  
Test Statistics ◽  
Sample Period ◽  
Income Elasticities

This paper re-examines the demand for higher education at private institutions and tests if in recent years enrollment has become more sensitive to rising tuition and other related costs. Time series data between FY 1964–65 and FY 1990–91 are used as the sample. Major findings are interesting. The general functional form yields coefficients with smaller standard errors and larger value of the test statistics. The logarithmic form can be rejected at the 5% level. Tuition elasticities rose from −0.261 to −0.557 and income elasticities also increased from 0.493 to 1.093 during the sample period. Thus, enrollment has become more sensitive to changes in tuition and other costs. However, part of the loss of enrollment due to tuition increases can be recovered by rising income elasticities.

scholarly journals A box-jenkins sarima analysis of dysentery cases in children aged below five at a provincial hospital in Zimbabwe

2020 ◽  
Vol 3 (7) ◽  
pp. 33-38
Author(s):  
Dr. Smartson. P. Nyon ◽  
Mr. Thabani Nyoni
Keyword(s):  
Unit Root ◽  
Catchment Area ◽  
Time Series Data ◽  
Unit Root Tests ◽  
Series Data ◽  
Policy Recommendation ◽  
Sample Period ◽  
Policy Makers ◽  
Provincial Hospital ◽  
Out Of Sample

This piece of work uses monthly time series data on new dysentery cases at Gweru Provincial Hospital (GPH) from Janaury 2010 to December 2018, to predict dysentery cases over the period January 2019 to December 2020. As confirmed by unit root tests, the series under consideration is basically an I (1) variable. The study applied the Box-Jenkins “catch all” model. Residual analysis of this model indicates that the model is stable and thus suitable for predicting dysentery cases at GPH over the out-of-sample period. The results of the study reveal that dysentery cases will be on the rise at GPH over the out-of-sample period; characterized by seasonal repeats in December each year. The study offers a two-fold policy recommendation in order to help policy makers in the fight against dysentery in children under five years of age within the GPH catchment area.

scholarly journals Asset Quality and Deposit Money Banks Performance in Nigeria

2019 ◽  
pp. 38-47
Keyword(s):  
Time Series ◽  
Financial Stability ◽  
Deposit Insurance ◽  
Time Series Data ◽  
Annual Reports ◽  
Series Data ◽  
Bank Performance ◽  
Long Run ◽  
Short Run ◽  
Asset Quality

This study investigate the relationship between asset quality and deposit money banks performance in Nigeria over a period of 30 years ranging from 1986 to 2016, utilizing time series data collected from the Nigeria deposit insurance corporation annual reports and accounts, CBN financial stability report and CBN statistically bulletin for various years. The variables of study includes return on asset (ROA) proxy for Deposit Money Bank performance in Nigeria, ratio of non-performing loan to total loan (NPL), ratio of liquid assets to total assets (LAT) and ratio of liquid assets to short term liabilities (LAS) as measures of asset quality. The study utilizes both the descriptive and econometric techniques to analyze the time series data. The result shows that there is a short run relationship between asset quality and deposit money bank performance in Nigeria. Also, the co-integration result reveals the presence of a long run relationship between asset quality and deposit money bank performance in Nigeria while the granger causality result shows evidence of causality between asset quality and deposit money bank performance in Nigeria. Based on this we conclude by saying that maintaining sound assets quality position is critical to the long term performance, survival and sustainability of DMBs in Nigeria.

scholarly journals Causal Correlation between Exchange Rate and Stock Index: Evidence from VN-Index

2016 ◽  
Vol 12 (8) ◽  
pp. 43
Author(s):  
Tri Dinh Nguyen ◽  
Quang Hung Bui ◽  
Tan Thanh Nguyen
Keyword(s):  
Exchange Rate ◽  
Stock Market ◽  
Stock Prices ◽  
Stock Price ◽  
Time Series Data ◽  
Stock Index ◽  
Series Data ◽  
Sample Period ◽  
Integration Test ◽  
Adf Test

This paper will examine the causal correlation of exchange rates and stock prices in Vietnam. The data is collected daily from March 1<sup>st </sup>2007 to March 1<sup>st</sup> 2014. The whole sample period is divided into two sub-groups as before the stock market bottom, after stock market bottom and full sample period. Unit root tests are employed for checking the stationary of time series data such as ADF test, PP test and KPSS test. This paper employs the co-integration test and Granger causality test to identify the causal correlation between two variables. The results of paper prove that there is no causal correlation between exchange rate and stock price. It means that the stock price has no effect on exchange rate and vice versa. However, after stock market bottom from February 25<sup>th </sup>2009 to March 1<sup>st </sup>2014, this research finds that it has a long-run co-movement between these variables by applying the Johansen test.

scholarly journals Do Deposit Insurance Systems Promote Banking Stability?

2021 ◽  
Vol 9 (3) ◽  
pp. 52
Author(s):  
Nafis Alam ◽  
Ganesh Sivarajah ◽  
Muhammad Ishaq Bhatti
Keyword(s):  
Financial Stability ◽  
Deposit Insurance ◽  
Global Financial Crisis ◽  
Institutional Environment ◽  
Insurance Coverage ◽  
Banking System ◽  
Insurance System ◽  
Deposit Insurance System ◽  
Banking Stability ◽  
The Impact

During the global financial crisis (GFC), regulators and policymakers turned to deposit insurers, along with monetary and fiscal measures, to help restore market confidence and promote financial stability. These events have focused attention on the role of deposit insurers and their role in the banking system. Recent literature reveals that during the GFC, deposit insurance maintained banking stability and successfully prevented customers doing ‘runs’ on the banks. The objective of this paper is to examine the deposit insurance system’s coverage limits and the impact on banking stability, in the context of a jurisdiction’s economic and institutional environment. Our model examines 61 jurisdictions in Asia and Europe with explicit deposit insurance systems, covering the pre- and post-GFC period between 2004 and 2014. We also examine subsets to investigate the effects of the region by comparing Asia and Europe, as well as a subset using the date of establishment of the deposit insurance system to understand if maturity matters. The results indicate that deposit insurance systems, and specifically deposit insurance coverage levels, have both positive and negative effects on banking stability. We find significant associations with certain economic and institutional factors; however, there are differences between the models we ran. These can be ascribed to regional factors and the date of when a deposit insurance system was established.

scholarly journals Total New Hiv Infections In Gabon: A Box-Jenkins Arima Approach

2020 ◽  
Vol 3 (10) ◽  
pp. 1-5
Author(s):  
Smartson. P. NYONI ◽  
Thabani NYONI
Keyword(s):  
Time Series ◽  
Diagnostic Tests ◽  
Time Series Data ◽  
Hiv Infections ◽  
Series Data ◽  
Sample Period ◽  
Out Of Sample ◽  
Annual Time Series ◽  
Parsimonious Model ◽  
Annual Time

Using annual time series data on the total number of new HIV infections in Gabon from 1990 – 2018, the study makes predictions for the period 2019 – 2030. The paper employs the Box-Jenkins ARIMA methodology. The diagnostic ADF tests show that, H, the series under consideration is an I (1) variable. Based on the AIC, the study presents the ARIMA (1, 1, 0) model as the parsimonious model. The diagnostic tests further reveal that the presented model is very stable and its residuals are not serially correlated. The results of the study indicate that the total number of new HIV infections in Gabon is likely to continue declining over the out-of-sample period.

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