HI,
I'm struggling to find out which statistical test is most appropriate to analyze the impact of negative interest rates on profitability;
Data collected:
Sample - 30 Banks
Yearly data for each variable from year end 2007 to year end 2017 - 10 years
Variables I'm considering are:
Independent - Interest Rate
Dependent - Assets; ROA; ROE; Net Interest Income; Non Interest Income; Loans/assets; Deposit/Assets; NPLs. Based on this, I believe I do not need variables on the liabilities side, but not sure of that?
Should I use Z-score/ T-student or a correlation analysis for this? Or any other test should be more appropriate for this?
Would really appreciate your help.
Thanks
Regards
PM
I'm struggling to find out which statistical test is most appropriate to analyze the impact of negative interest rates on profitability;
Data collected:
Sample - 30 Banks
Yearly data for each variable from year end 2007 to year end 2017 - 10 years
Variables I'm considering are:
Independent - Interest Rate
Dependent - Assets; ROA; ROE; Net Interest Income; Non Interest Income; Loans/assets; Deposit/Assets; NPLs. Based on this, I believe I do not need variables on the liabilities side, but not sure of that?
Should I use Z-score/ T-student or a correlation analysis for this? Or any other test should be more appropriate for this?
Would really appreciate your help.
Thanks
Regards
PM