scholarly journals Determinants of Commercial Banks’ Performance in Malawi: A Triple Autoregressive Distributed Lag (ARDL) Approach

2021 ◽  
2021 ◽  
Vol 3 (4) ◽  
pp. 422-438
Author(s):  
Lloyd George Banda ◽  

<abstract> <p>There has been a monotonic increase in research investigating the performance of commercial banks across the globe. This is a recognition that the banking industry has a significant contribution to the service sector and national output. This paper examined the existence of the structure-conduct performance (SCP) and efficient market hypotheses by employing an autoregressive distributed lag (ARDL) approach for a period between 1990 and 2020. The study revealed the existed of both paradigms due to a strongly statistically positive and significant coefficients of bank concentration and the size of the banking sector using the computed composite profitability measure (CPM). The paper suggests various policy implications on internal and external determinants of commercial bank's performance.</p> </abstract>


Author(s):  
Anis Mat Dalam ◽  
Noorhaslinda Kulub Abd Rashid ◽  
Jaharudin Padli

Gold is a valuable asset to a country because of its liquidity. Gold reserve can stabilize the currency in a country. The objective of this paper is to identify the factors contributing to the volatility of gold prices, such as Real Malaysia GDP, inflation rates, crude oil prices and exchange rates. The data was analysed using Autoregressive Distributed Lag (ARDL) approach with time series data, with 30-year coverage from 1987 to 2016. Findings showed that only Real Malaysia GDP and crude oil prices were significantly related to gold prices. As a conclusion, this study can be used as reference by other investors. The author suggests to other researchers to further improve upon this study by adding more variables or diversifying the variables that relate to volatility of gold prices.


2019 ◽  
Vol 2 (1) ◽  
pp. 15
Author(s):  
Ahmadi Murjani

 Poverty alleviation has become a vigorous program in the world in recent decades. In line with the efforts applied by the government in various countries to reduce poverty, some evaluations have been practised. The impacts of macroeconomic variables such as inflation, unemployment, and economic growth have been commonly employed to be assessed for their impact on the poverty. Previous studies in Indonesia yielded mix results regarding the impact of such macroeconomic variables on the poverty. Different methods and time reference issue were the suspected causes. This paper aims to overcome such problem by utilising the Autoregressive Distributed Lag (ARDL) equipped with the latest time of observations. This paper finds in the long-run, inflation, unemployment, and economic growth significantly influence the poverty. In the short-run, only inflation and economic growth are noted affecting poverty significantly. 


Author(s):  
Aderopo R. Adediyan

Studies on money supply determinants focus on the Classicists or Monetarists, Keynesians and post-Keynesians variables like income and money multiplier. This research extends the literature on money supply determinants to include the influence of financial liberalization on money supply with a reference to Nigeria between 1980 and 2019, using the Autoregressive Distributed Lag (ARDL) approach. Data used for the study were collected from the 2019 CBN Annual Statistical Bulletin. The study found that financial liberalization is an important factor in determining money supply in Nigeria, in addition to currency ratio, required reserve ratio and high-powered money. As a result, the extent of the liberalization of the financial sector matters in decisions on the regulation of money supply in the economy.


Author(s):  
Ramzi Fahrani ◽  
Azza Béjaoui

In this chapter, the authors attempt to investigate the interaction between remittances and financial development and its impact on the economic growth over the period 1980-2016. In this respect, they apply the autoregressive distributed lag bound test (ARDL) approach on cross-country of data series from 1980 to 2016 to study the short- and long-run relationship of remittances and financial development with economic growth. The empirical results show that the direct effects of shipments on growth are significant. On the other hand, the impact of remittances on economic seems to be more significant by means of the financial development. It also shows that these shipments are more efficient in the case of a less developed informal sector, a politically stable economy, and a developed financial structure.


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