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Cointegration and Error Correction Analysis of Non-Performing Loans and Return on Equity of Deposit Money Banks in Nigeria (2000-2025)

This research investigated the impact of non-performing loan ratio (NPLR), loan loss provision ratio (LLPR), and capital adequacy ratio (CAR) on the financial performance of Deposit Money Banks in Nigeria from 2000 to 2024, using return on equity (ROE) as a performance indicator. Employing an ex-post facto research design, secondary data were collected from the annual reports of selected banks. The analysis utilized the Augmented Dickey-Fuller (ADF) unit root test, Johansen cointegration test, and Error Correction Model (ECM) to evaluate both short- and long term relationships among the variab…

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SHA-256 791ca79ca16d01d4595f2c545d8a7de63f2c33cf1484b1da16f371dbc3408e75
from https://iiardjournals.org/get/JAFM/VOL. 12 NO. 5 2026/COINTEGRATION AND ERROR CORRECTION 229-240.pdf
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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	JOURNAL OF ACCOUNTING AND FINANCIAL MANAGEMENT
Date	2026-08-25
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.56201/jafm.vol.12.no5.2026.p.229.241
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W7204167931`

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Cointegration and Error Correction Analysis of Non-Performing Loans and Return on Equity of Deposit Money Banks in Nigeria (2000-2025). OpenAlex research, 2026. Vero Archive, record openalex:W7204167931.