| Summary: | 碩士 === 國立虎尾科技大學 === 財務金融系碩士班 === 105 === This study aims to test the threshold effect of inflation on banking sector performance. Our research can be considered as one of the scant empirical studies on the inflation-threshold effect in ASEAN countries. The research applies the fixed effect models (FEM) using annual data panel of the ASEAN-6 countries including Cambodia, Indonesia, Malaysia﹐ Philippines, Thailand and Vietnam over the period of 1996-2014. Using different indicators to measure banking development, the threshold regression results show strong evidences of the inflation-threshold effect in the inflation-banking relationship. However, we found different aspects of banking activities have different levels of inflation thresholds. Therefore, the findings will be a basis for the policy-makers to determine a target inflation rate to stimulate the banking system development.
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