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  • Comments on xtabond2 results

    Hi Everyone,

    I am trying to see the macro and micro linkages of non-performing loans in banking sector by using System GMM with xtabond2.
    Can someone please explain the results to me? I want to know if my output is good to continue or not (and why) and how to interpret them.
    I know that I have less groups than the instruments but it is something that i cant fix now as a result of few banks.
    NPL: non-performing loan ratio,
    logitNPL - logit transformation of NPL
    loangrowth - credit growth of the banks
    exrate - exchange rate of the country
    realnonoil - real non-oil GDP growth
    oilgrowth - change of oil prices

    Thanks for your help!
    Click image for larger version

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