| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5057595 | Economics Letters | 2017 | 5 Pages |
Abstract
This paper examines whether a tipping point exists for real GDP growth in Italy above which the ratio of non-performing loans (NPLs) to total loans falls significantly. Estimating a heterogeneous dynamic panel-threshold model with data on 17 Italian regions over the period 1997-2014, we find that growth above 1.2%, if sustained for a number of years, is associated with a significant decline in the NPL ratio.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Kamiar Mohaddes, Mehdi Raissi, Anke Weber,