Default in Selected Sectors in the Czech Republic

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F20%3AA0000154" target="_blank" >RIV/47813059:19520/20:A0000154 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Default in Selected Sectors in the Czech Republic
Original language description
The paper investigates the relationship between the macroeconomic indicators and default rate in the sector of construction and the sector of financial and insurance activities in the Czech Republic. Both long-term and short-term relationships are analysed. This approach requires the construction of vector error correction model which determines both long-term and short-term causal relationship. This investigation is based on the time series of the share of outstanding loans and the total amount of loans, and on selected macroeconomic variables. The results confirm the existence of statistically significant relationships between macroeconomic indicators and the probability of defaults within both sectors. We have used the data from 2005Q1 to 2019Q4. Calculations have been performed by using the Eviews software.
Czech name
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Czech description
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Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 14th International Scientific Conference INPROFORUM Business Cycles – more than Economic Phenomena
ISBN
9788073948245
ISSN
2336-6788
e-ISSN
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Number of pages
5
Pages from-to
181-185
Publisher name
Faculty of Economics, University of South Bohemia in České Budějovice
Place of publication
České Budějovice
Event location
české Budějovice
Event date
Nov 5, 2020
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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