The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions

• Pejman Peykani ,

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  ^* p.peykani@khatam.ac.ir, pejman.peykani@yahoo.com

  Affiliation Department of Industrial Engineering, Faculty of Engineering, Khatam University, Tehran, Iran

  https://orcid.org/0000-0001-7486-6796

  ⨯
• Mostafa Sargolzaei,

  Roles Conceptualization, Data curation, Investigation, Methodology, Project administration, Resources, Supervision, Validation, Writing – review & editing

  Affiliation Department of Finance and Banking, Faculty of Management and Accounting, Allameh Tabataba’i University, Tehran, Iran

  ⨯
• Camelia Oprean-Stan,

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Project administration, Resources, Supervision, Validation, Writing – review & editing

  Affiliation Faculty of Economic Sciences, Lucian Blaga University of Sibiu, Sibiu, Romania

  ⨯
• Hamidreza Kamyabfar,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Resources, Supervision, Visualization, Writing – review & editing

  Affiliation Department of Finance and Banking, Faculty of Management and Accounting, Allameh Tabataba’i University, Tehran, Iran

  ⨯
• Atefeh Reghabi

  Roles Conceptualization, Data curation, Formal analysis, Methodology, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Department of Finance and Banking, Faculty of Management and Accounting, Allameh Tabataba’i University, Tehran, Iran

  ⨯