All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

Non-Performing Loans in the Czech Republic: Lag Structure Identification of the Macroeconomic Determinants

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F13%3A86086777" target="_blank" >RIV/61989100:27510/13:86086777 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Non-Performing Loans in the Czech Republic: Lag Structure Identification of the Macroeconomic Determinants

  • Original language description

    In recent years, mainly as a result of the financial crisis, the interest in the macroprudential policy and its role as a part of reformed regulatory framework has been rising. Problems in the financial (banking) system may occur if systemic risks, especially credit risk, are not properly managed. In this situation, the financial insta-bility/crisis has a large negative impact on economic activity. Non-performing loans (NPLs) are one of the commonly used indicators of credit risk which, at the system level, show cyclical behavior. The aim of this paper is to identify the structure of time lags of the most important macroeconomic determinants of non-performing loans in the Czech Republic using a linear regression model. The main determinants of NPLs used in the model are its lagged value, real economic growth, inflation, ex-change rate and lending rates. Estimation results suggest that non-performing loans are medium persistent and that the lag length of its main determinants ranges fro

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/EE2.3.30.0016" target="_blank" >EE2.3.30.0016: Opportunities for young researchers</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2013

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Mathematical Methods in Economics 2013 : 31st international conference : 11-13 September 2013, Jihlava, Czech Republic

  • ISBN

    978-80-87035-76-4

  • ISSN

  • e-ISSN

  • Number of pages

    7

  • Pages from-to

    612-618

  • Publisher name

    College of Polytechnics Jihlava

  • Place of publication

    Jihlava

  • Event location

    Jihlava

  • Event date

    Sep 11, 2013

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article