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Table 6 Robust standard error fixed effect regression results

From: Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries

L_NPLs

Coef

St. err

t-value

p-value

[95% Conf

Interval]

Sig

L_M2GDP

−1.868

.679

−2.75

.029

−3.474

−.262

**

L_EXC

.655

.761

0.86

.418

−1.146

2.455

 

GDP

−.094

.025

−3.82

.007

−.152

−.036

***

FISCAL

.033

.011

3.00

.02

.007

.059

**

INFL

-.027

.013

−2.12

.072

−.057

.003

*

L_DEBT

−1.048

.533

−1.97

.09

−2.308

.212

*

Constant

11.464

2.557

4.48

.003

5.417

17.512

***

Mean dependent var

1.825

SD dependent var

0.757

    

R-squared

0.418

Number of obs

96

    

F-test

14.406

Prob > F

0.001

    

Akaike crit. (AIC)

123.776

Bayesian crit. (BIC)

139.162

    
  1. ***refers p < .01, ** refers p < .05, and * refers p < .1
  2. Source: Author’s calculation