Investigating the relationship between monetary policy, macro-prudential policy and credit risk in Indonesia banking industry

Using a novel panel data set we study the influence of monetary and macro-prudential policies on non-performing loans as a measure of credit risk in Indonesian banking industry from Q1 2010 to Q4 2022. The panel homogeneity assumption was verified through the utilization of the Chow and Roy-Zellner...

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Bibliographic Details

Published in:	Heliyon
Main Authors:	Cep Jandi Anwar, Indra Suhendra, Eka Purwanda, Agus Salim, Nur Annisa Rakhmawati, Ferry Jie
Format:	Article
Language:	English
Published:	Elsevier 2023-07-01
Subjects:	Monetary policy Macro-prudential policy Credit risk Poolability tests Pooled mean group estimation
Online Access:	http://www.sciencedirect.com/science/article/pii/S2405844023054373