Default Rate in the Sector Information and Communication Activities in the Czech Republic .

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F20%3AA0000155" target="_blank" >RIV/47813059:19520/20:A0000155 - 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 Rate in the Sector Information and Communication Activities in the Czech Republic .
Original language description
The main goal of this article is to analyze the relationship between the macroeconomic indicators and the default rate in the sector information and communication activities in the Czech Republic in the both long and short term. The vector error correction model was used for this purpose to determine both long-term and short-term causal relationships. To create the resulting model, the econometric methodology was used, namely unit root tests, Granger causality for the determination of statistically significant relationships, and the Johansen cointegration test. The results confirm the existence of relationships between macroeconomic variables and the probability of default in the sector information and communication activities. The model is based on the time series of the share of outstanding loans and the total amount of loans, and on selected macroeconomic indicators. The empirical results could be influenced by a period of a currency crisis. The data used have the character of quarterly time series in the period from 2005Q1 to 2019Q4. EViews software version 9 was used for the calculations.
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
38th International Conference on Mathematical Methods in Economics
ISBN
9788075097347
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
320-325
Publisher name
Mendel University in Brno Faculty of Business and Economics
Place of publication
Brno
Event location
Brno
Event date
Jan 1, 2020
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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