کیفیت نهادی، افزایش سهم بانک‌های خصوصی و ثبات نظام بانکی در ایران

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استادیار بخش اقتصاد دانشکده اقتصاد، مدیریت و علوم اجتماعی دانشگاه شیراز

2 دانشیار بخش اقتصاد دانشکده اقتصاد، مدیریت و علوم اجتماعی دانشگاه شیراز

3 دانشجوی دکتری اقتصاد دانشکده اقتصاد، مدیریت و علوم اجتماعی دانشگاه شیراز

چکیده

ثبات بانکی یکی از مباحث مهم در هر نظام مالی به شمار می‌رود. یکی از عوامل تاثیرگذار بر ثبات نظام بانکی، افزایش سهم بانک‌های خصوصی در نظام بانکی است که از دو طریق تاسیس بانک‌های خصوصی جدید و خصوصی‌سازی بانک‌های دولتی صورت می‌پذیرد. در این میان نباید نقش ویژه و پراهمیت کیفیت نهادی و میزان اثربخشی آن بر رابطه بین افزایش سهم بانک‌های خصوصی در نظام بانکی و ثبات بانکی را نادیده گرفت. هدف این مقاله بررسی رابطه افزایش سهم بانک‌های خصوصی و ثبات نظام بانکی در ایران و ارزیابی میزان اثر بخشی کیفیت نهادی بر رابطه بین این دو است. با استفاده از داده‌های ترکیبی نامتوازن، برای برآورد الگو از روش گشتاورهای تعمیم یافته و رگرسیون انتقال ملایم ترکیبی استفاده می‌شود. نتایج تخمین الگو به روش گشتاورهای تعمیم یافته نشان می‌دهد که با افزایش سهم بانک‌های خصوصی در نظام بانکی، ثبات بانکی کاهش یافته است و افزایش کیفیت نهادی می‌تواند این رابطه را بهبود ببخشد. همچنین نتایج با استفاده از روش انتقال ملایم ترکیبی نشان می‌دهد که کیفیت نهادی یک مقدار آستانه‌ای برای تاثیر بر رابطه بین این دو دارد.

کلیدواژه‌ها

عنوان مقاله [English]

Institutional Quality, Increasing Share of Private Banks and Banking System Stability in Iran

نویسندگان [English]

  • Parviz Rostamzadeh 1
  • Ali Hosein Samadi 2
  • Zeinab Yadegar 3
1 Assistant Professor of Economics, College of Economics, Management and Social Sciences, Shiraz University
2 Associate Professor of Economics, College of Economics, Management and Social Sciences, Shiraz University
3 Ph.D Candidate in Economics, College of Economics, Management and Social Sciences, Shiraz University
چکیده [English]

Banking stability is considered as one of the most important economic topics of every country. Increasing share of private banks is a factor which can influence banking stability. This paper investigates the relationship between increasing share of private banks and banking stability across different levels of institutional quality in Iran and using unbalanced panel dataset. Accordingly, the generalized method of moments and a panel smooth transition regression model were used to estimate. The results obtained through the generalized method of moments indicated that increasing share of private banks, is negatively associated with bank stability. Furthermore, an improvement of the institutional quality can reduce the adverse influence of increasing share of private banks on bank stability. The results obtained through the use of the panel threshold regression model further revealed that institutional quality has a threshold value which can affect the relationship between share of private banks and bank stability.

کلیدواژه‌ها [English]

  • Banking Stability
  • Institutional Quality
  • Panel Smooth Transition Regression
  • Share of Private Banks

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