Effects of Macroeconomic Variables and market power on Banking Sector's Deposits (Bayesian Model Averaging Approach in Panel Data)

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shakiba mahboubeh; DAGHIGHI ASLI ALIREZA; DAMANKESHIDEH MARJAN; fashari majid; Esmaeelzadeh Maghari Ali

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2020 | Volume:10 | Issue:41 Page(s): 212-242

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Title

Effects of Macroeconomic Variables and market power on Banking Sector's Deposits (Bayesian Model Averaging Approach in Panel Data)

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Keywords

Market powerQ1

Banking industryQ2

Banking DepositsQ1

Macroeconomic VariablesQ1

Bayesian Model Averaging ApproachQ1

Abstract

Market power specifies how firms in a market influence prices, and reveals the level of competition in the market. This paper investigated the impact of Market power and Macroeconomic Variables effect on Banking Deposits in Iranian deposit money market using dynamic Bresnahan-Lau’ s and Bayesian Model Averaging Approach for the 18 bank in the Iran industrial banking sector. Annual data for the period of 2006-2016 has been collected from annual financial statements of Iranian banks, Statistical Centre of Iran, Monetary and Banking Research Institute of Iran and central bank of Iran. By applying BMA approach the main Macroeconomic Variables have been determined from 8 variables. The results of model estimation indicated that Market power for its 18 Iranian banks were 0. 58 and the Macroeconomic Variables of liquidity money has negative and other explanatory variables such as fixed assets, growth of GDP, first order lag of deposits, deposits rate and cross effect of GGDP with deposits rate have positive posterior average on banking sector's deposits during the period of study.

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APA: Copy

shakiba, mahboubeh, DAGHIGHI ASLI, ALIREZA, DAMANKESHIDEH, MARJAN, fashari, majid, & Esmaeelzadeh Maghari, Ali. (2020). Effects of Macroeconomic Variables and market power on Banking Sector's Deposits (Bayesian Model Averaging Approach in Panel Data). FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 10(41 ), 212-242. SID. https://sid.ir/paper/396518/en

Vancouver: Copy

shakiba mahboubeh, DAGHIGHI ASLI ALIREZA, DAMANKESHIDEH MARJAN, fashari majid, Esmaeelzadeh Maghari Ali. Effects of Macroeconomic Variables and market power on Banking Sector's Deposits (Bayesian Model Averaging Approach in Panel Data). FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2020;10(41 ):212-242. Available from: https://sid.ir/paper/396518/en

IEEE: Copy

mahboubeh shakiba, ALIREZA DAGHIGHI ASLI, MARJAN DAMANKESHIDEH, majid fashari, and Ali Esmaeelzadeh Maghari, “Effects of Macroeconomic Variables and market power on Banking Sector's Deposits (Bayesian Model Averaging Approach in Panel Data),” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 10, no. 41 , pp. 212–242, 2020, [Online]. Available: https://sid.ir/paper/396518/en

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