دوره 9، شماره 34 - ( 10-1397 )
سال9 شماره 34 صفحات 254-201 |
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Pourmehr M, Sepehrdoust H, Naziri M K. Impact of Macroeconomic and Management Quality Variables on the Profitability of Private Banks; Using Structural Panel VAR Approach. jemr 2018; 9 (34) :201-254
URL: http://jemr.khu.ac.ir/article-1-1727-fa.html
URL: http://jemr.khu.ac.ir/article-1-1727-fa.html
پورمهر مهدی، سپهر دوست حمید، نظیری محمدکاظم، مهرگان نادر. تأثیر متغیرهای کلان اقتصادی و کیفیت مدیریت بر سودآوری بانک‌های خصوصی؛ رهیافت الگوی خودرگرسیون برداری ساختاری. تحقیقات مدلسازی اقتصادی. 1397; 9 (34) :201-254
مهدی پورمهر1 
، حمید سپهر دوست* 2، محمدکاظم نظیری1 ، نادر مهرگان1
، حمید سپهر دوست* 2، محمدکاظم نظیری1 ، نادر مهرگان1
1- دانشگاه بوعلی سینا
2- دانشگاه بوعلی سینا ،hamidbasu1340@gmail.com
2- دانشگاه بوعلی سینا ،
چکیده: (6504 مشاهده)
با توجه به اهمیت نظام بانکی در اقتصاد ایران و اهداف مرتبط با تنوع فعالیتی بانک‌ها جهت بهبود شاخص‌های عملکردی، هدف از این پژوهش بررسی عوامل بیرونی و درونی مؤثر بر سه مؤلفه سودآوری بانک‌ها شامل بازدهی دارایی و بازدهی حقوق صاحبان سهام و حاشیه بهره‌ای خالص به‌عنوان مؤلفه‌های سنجش عملکرد بانک‌ها به کمک الگوی خودرگرسیون برداری ساختاری در داده‌های تابلویی مشتمل بر 13 بانک خصوصی ایران و بر اساس داده‌های فصلی سال‌های 1385 تا 1395 است. برای این منظور، مؤلفه‌های اثرگذار به مؤلفه‌های بیرونی و درونی تقسیم شدهاند؛ بهطوریکه شاخص‌های مربوط به کیفیت مدیریت، کیفیت دارایی‌ها، کفایت سرمایه و نقدینگی از جمله مؤلفه‌های درونی و شاخص‌های نرخ تورم، نرخ سود سپرده، رشد تولید ناخالص داخلی حقیقی و توسعه بازار سرمایه از جمله مؤلفه‌های بیرونی اثرگذار بر سودآوری بانک‌ها موردبررسی قرارگرفتند. نتایج برآورد مدل تحقیق حاکی از آن است که درصد پوشش نقدینگی و نسبت مطالبات غیرجاری به کل تسهیلات به‌عنوان متغیرهای درون بانکی تأثیر منفی و رشد تولید ناخالص داخلی حقیقی به‌عنوان متغیر بیرونی تأثیر مثبت بر مؤلفه‌های سودآوری دارند.
نوع مطالعه: كاربردي |
موضوع مقاله:
پولی و مالی
دریافت: 1397/2/22 | پذیرش: 1397/7/3 | انتشار: 1397/12/6
دریافت: 1397/2/22 | پذیرش: 1397/7/3 | انتشار: 1397/12/6
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