Show simple item record

dc.contributor.authorAngrish, Devshree
dc.date.accessioned2014-03-04T18:55:04Z
dc.date.available2014-03-04T18:55:04Z
dc.date.issued2010-08
dc.identifier.otherangrish_devshree_201008_ma
dc.identifier.urihttp://purl.galileo.usg.edu/uga_etd/angrish_devshree_201008_ma
dc.identifier.urihttp://hdl.handle.net/10724/26557
dc.description.abstractThe objective of this thesis is to evaluate the relative significance of macroeconomic fundamentals in predicting the performance of commercial banks in the United States. The performance of commercial banks is measured by the aggregate Return on Average Assets (ROA) of U.S. commercial banks from 1987-2007. I conduct an empirical investigation to explain the relation between macroeconomic fundamentals and commercial banks’ performance, and show how shocks to macroeconomic fundamentals affect forecast of commercial banks’ performance. The empirical analysis is performed using U.S. macroeconomic data and financial data from U.S. commercial banks. The results show that except for gross domestic product, all the macroeconomic fundamentals significantly predict the performance of commercial banks and can therefore be used by policy makers to measure the effect of macroeconomic policy shocks on the condition of the commercial banks.
dc.languageeng
dc.publisheruga
dc.rightspublic
dc.subjectMacroeconomic Fundamentals
dc.subjectCommercial Banks’ Performance
dc.subjectROA
dc.subjectRecursive VAR
dc.subjectRiegle-Neal Interstate Banking and Branching Efficiency Act of 1994.
dc.titleCan macroeconomic fundamentals predict the performance of commercial banks?
dc.typeThesis
dc.description.degreeMA
dc.description.departmentEconomics
dc.description.majorEconomics
dc.description.advisorChristopher T. Stivers
dc.description.committeeChristopher T. Stivers
dc.description.committeeWarren Ronald S., Jr.
dc.description.committeeMyra L. Moore


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record