Descriptive statistics (2015M01–2022M12, T = 96)
| Variable | Mean | Std. Dev | Min | Max | Skewness | Kurtosis | JB (p-value) |
|---|---|---|---|---|---|---|---|
| NPLA ratio (%) | 28.55 | 6.82 | 18.3 | 42.7 | 0.41 | 2.18 | 0.073 |
| Total sector NPL ratio (%) | 17.22 | 4.61 | 11.4 | 27.8 | 0.58 | 2.45 | 0.041 |
| Non-agricultural NPL ratio (%) | 15.38 | 4.23 | 9.8 | 25.1 | 0.52 | 2.39 | 0.053 |
| Agric. loans/total credit (%) | 4.02 | 0.87 | 2.6 | 5.9 | 0.12 | 2.31 | 0.343 |
| Agric. NPLs/Total NPLs (%) | 6.58 | 1.45 | 3.8 | 9.7 | 0.28 | 2.16 | 0.143 |
| ΔlnNPLA | 0.008 | 0.072 | −0.184 | 0.196 | 0.14 | 3.12 | 0.827 |
| ΔlnGDPA | 0.004 | 0.031 | −0.068 | 0.082 | −0.08 | 2.89 | 0.887 |
| INF (%) | 12.84 | 5.72 | 7.1 | 31.7 | 1.42 | 4.28 | 0 |
| INT (%) | 18.63 | 3.95 | 13.5 | 26 | 0.34 | 1.89 | 0.037 |
| CAR (%) | 17.45 | 3.18 | 11.2 | 23.8 | −0.21 | 2.42 | 0.354 |
| RECAP | 0.29 | 0.45 | 0 | 1 | – | – | – |
| Variable | Mean | Std. Dev | Min | Max | Skewness | Kurtosis | JB ( |
|---|---|---|---|---|---|---|---|
| NPLA ratio (%) | 28.55 | 6.82 | 18.3 | 42.7 | 0.41 | 2.18 | 0.073 |
| Total sector NPL ratio (%) | 17.22 | 4.61 | 11.4 | 27.8 | 0.58 | 2.45 | 0.041 |
| Non-agricultural NPL ratio (%) | 15.38 | 4.23 | 9.8 | 25.1 | 0.52 | 2.39 | 0.053 |
| Agric. loans/total credit (%) | 4.02 | 0.87 | 2.6 | 5.9 | 0.12 | 2.31 | 0.343 |
| Agric. NPLs/Total NPLs (%) | 6.58 | 1.45 | 3.8 | 9.7 | 0.28 | 2.16 | 0.143 |
| ΔlnNPLA | 0.008 | 0.072 | −0.184 | 0.196 | 0.14 | 3.12 | 0.827 |
| ΔlnGDPA | 0.004 | 0.031 | −0.068 | 0.082 | −0.08 | 2.89 | 0.887 |
| INF (%) | 12.84 | 5.72 | 7.1 | 31.7 | 1.42 | 4.28 | 0 |
| INT (%) | 18.63 | 3.95 | 13.5 | 26 | 0.34 | 1.89 | 0.037 |
| CAR (%) | 17.45 | 3.18 | 11.2 | 23.8 | −0.21 | 2.42 | 0.354 |
| RECAP | 0.29 | 0.45 | 0 | 1 | – | – | – |
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.