بررسی اثر مطالبات غیرجاری بانک‌های دولتی و خصوصی بر رشد اقتصادی ایران

نوع مقاله : علمی

نویسندگان

1 دانشیار گروه اقتصاد، دانشگاه پیام نور، تهران، ایران

2 دانشجوی دکترای اقتصاد، دانشگاه پیام نور، تهران، ایران

چکیده

 صنعت بانکداری از بخش­های مهم و اساسی اقتصاد و بسترساز اصلی رشد و پویایی سیستم مالی و در نتیجه رشد و توسعه اقتصادی است. یکی از مشکلاتی که کشورهای مختلف از جمله ایران در شرایط فعلی با آن رو‌به‌رو می‌باشند، افزایش مطالبات غیرجاری بانک­ها نسبت به کل تسهیلات اعطایی در شبکه بانکی است که نشان­دهنده افزایش ریسک اعتباری، کاهش کیفیت دارایی­های این شبکه و در پی آن، بی­ثباتی­های مالی احتمالی در آینده است. نسبت مطالبات غیرجاری به واسطه کارکردهای متفاوت بانک­های خصوصی و دولتی، تاثیرات متفاوتی بر متغیرهای کلان اقتصادی به جای می‌گذارد. از سوی دیگر یکی از مهم­ترین متغیرهای کلان اقتصادی، رشد اقتصادی به معنای افزایش مستمر سطح تولید جامعه بوده که نمایانگر سطح رفاه و توان اقتصادی هر جامعه می‌باشد. چنان چه مطالبات غیرجاری بانک­ها افزایش یابد، باعث کاهش قدرت وام­دهی بانک­ها از یک طرف و لزوم افزایش ذخایر عمومی و اختصاصی بانک­ها جهت حفظ سلامت و مدیریت ریسک آن خواهد شد که در نتیجه امکان تامین مالی در اقتصاد را کاهش داده و رشد اقتصادی کشور را دچار افول می­نماید. در این پژوهش تلاش می­گردد تا با استفاده از روش حداقل مربعات کاملا اصلاح شده (FMOLS) نشان داده شود که به چه میزانی افزایش مطالبات غیرجاری به تفکیک بانک­های دولتی و خصوصی، بر روی رشد اقتصادی ایران می‌تواند موثر واقع شود. نتایج این پژوهش نشان می­دهد که افزایش نسبت مطالبات غیرجاری بانک‌های دولتی و خصوصی، به صورت مشابه، موجب کاهش رشد اقتصادی ایران شده است. هم­چنین اعتبارات بخش خصوصی، شاغلین دارای مدرک دانشگاهی و تشکیل سرمایه ثابت ناخالص تاثیر مثبت و شاخص قیمت و اندازه دولت، اثر منفی بر رشد اقتصادی به جای گذاشته­ اند.

کلیدواژه‌ها


عنوان مقاله [English]

The Impact of Non-Performing Loans of Public and Private Banks on Economic Growth in Iran

نویسندگان [English]

  • asghar abolhasani 1
  • bita shaygani 1
  • Amir Jamshidnezhad 2
1 Associate professor, Department of Economics, Payame Noor University, Tehran, Iran
2 PhD Student in Economics, Payame Noor University, Tehran, Iran
چکیده [English]

The banking industry is one of the most important and fundamental sectors of the economy and the main bedrock for the growth and dynamism of the financial system and consequently economic growth and development. One of the problems that various countries, including Iran, are facing in the current situation is the increase in         non-performing loans of banks in relation to the total loans granted in the banking system, which indicates an increase in credit risk, reduced quality of assets of this system and possible financial stabilization in the future. The ratio of non-performing loans has different effects on macroeconomic variables due to the different functions of private and public banks. On the other hand, one of the most important macroeconomic variables, economic growth means a continuous increase in the level of production of society, which reflects the level of welfare and economic power of any society. If the non-performing loans increase, the lending power of banks wil decrease while increasing the need for public and private reserves of banks to manage its risk. This will reduce the possibility of financing in the economy and the country's economic growth. In this study, using the Fully Modified Ordinary Least Squares Method (FMOLS), the effect of the increase of non-performing loans by public and private banks on Iran's economic growth is shown. The results of this study show that increasing the ratio of non-performing loans of public and private banks has similarly reduced Iran's economic growth. Also, private sector credit, employees with university degrees and gross fixed capital formation have a positive effect on economic growth while price index and government size have a negative effect on it.

کلیدواژه‌ها [English]

  • Non-performing loans
  • Economic Growth
  • Public bank
  • Private bank
  • Fully Modified Ordinary Least Square (FMOLS)
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