埃塞俄比亚的金融包容性和稳定性使用银行级数据:两步系统GMM估计
Mohammed Arebo1, Filmon Hando1, Andualem Mekonnen1
1Regional and Local Development Studies, Addis Ababa University College of Development Studies, Addis Ababa, Ethiopia.
F1000Research
|April 25, 2025
概括
金融包容 (FI) 提高了埃塞俄比亚的银行稳定性,达到30.3%的门,超过这个门后,风险就会出现. 资本充足度和银行效率是影响这种关系的关键因素.
科学领域:
- 经济学 经济学 经济学
- 金融稳定性 金融稳定性
- 金融包容 金融包容 金融包容
背景情况:
- 关于埃塞俄比亚金融包容性 (FI) 和银行稳定性的研究有限.
- 本研究通过检查传统和数字FI方面来解决这一差距.
研究的目的:
- 分析金融包容对埃塞俄比亚银行稳定的影响.
- 调查金融包容与银行稳定之间的非线性关系和因果关系.
- 探索资本充足度在金融包容性-稳定性关系中的调节作用.
主要方法:
- 使用主要组件分析 (PCA) 构建了一个复合FI指数,包含10个常规和5个数字指标.
- 应用了两步强大的系统,通用时刻方法 (GMM) 进行分析.
- 使用U测试用于非线性和Dumitrescu-Hurlin/Juodis等. 对因果关系的测试.
主要成果:
- 在FI和银行稳定性之间发现了一个反转的U形关系.
- 在30.3%的值之前,金融稳定性会提高;超过这个值后,风险会增加.
- 资本充足度调节了这种关系,将值提高到35.1%.
结论:
- 这项研究提供了埃塞俄比亚FI稳定关系的第一个经验分析.
- 开发了一个多维FI指数,并探索了线性/非线性关系.
- 政策建议强调平衡金融机构扩张,监管框架和财务稳定审慎管理.
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