Assessing the Financial Stability of Mauritius by Using Inflation, GDP Growth Rate and Non-Performing Loans as Economic Indicators
List of Authors
  • Havisha Vaghjee, Vanita Dhooboreea, Yuvraj Sunecher

Keyword
  • Financial Stability, Inflation, GDP, Loans, Economic Indicators

Abstract
  • This study examined the economic indicators of financial stability in Mauritius from the year 2000 to 2020, using annual time series data. Financial stability, which is the dependent variable, is proxied by Z-score while the independent variables are the inflation, non-performing loans and GDP growth rate. The study used OLS regression analysis in order to assess the relationship between dependent and independent variables. The results show that there is a positive relationship between dependent and independent variables. The study also found that there is both long term and short-term relationship with the dependent variable and other parameters. The model was found efficient and reliable. Moreover, macroprudential policy has been discussed in order to preserve financial stability.

Reference
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