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The Macro-economy and Non-Performing Loans in Ghana: A BVAR approach
International Journal of Business and Economic Sciences Applied Research
Purpose: The purpose of the paper was to estimate the interdependence between selected macroeconomic variables and non-performing loans in Ghana using a Bayesian Vector autoregressive approach. Design/methodology/approach: This paper used annual series from 2008-2017 which was interpolated into quarterly frequencies to estimate how macroeconomic shocks affects quality of loan portfolio using a Bayesian Vector Autoregressive approach. Our Bayesian VAR system satisfied the stability conditiondoi:10.25103/ijbesar.113.06 doaj:db0fda2aca04497785174e1fc21dd417 fatcat:ktwi5djxsrdolis3retegmqkv4