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Credit Dynamics and Non-performing Loans in the Czech Republic: Bayesian Approach

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F18%3A10238973" target="_blank" >RIV/61989100:27510/18:10238973 - isvavai.cz</a>

  • Result on the web

    <a href="https://www.sav.sk/journals/uploads/0620132006%2018%20Sulganova%20+%20RS.pdf" target="_blank" >https://www.sav.sk/journals/uploads/0620132006%2018%20Sulganova%20+%20RS.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Credit Dynamics and Non-performing Loans in the Czech Republic: Bayesian Approach

  • Original language description

    The paper deals with the relationship between provided credit and non-performing loans (NPL) in the Czech Republic (CR). In the period 1994 - 2016 the CR experienced both periods of rapid credit growth and the transition to market economy followed by a strong convergence process. The aim of the paper is to investigate the effects of credit growth on the NPL dynamics. The selected method is Bayesian estimation with instrumental variables. Results demonstrate positive relationship between the credit growth and the NPL dynamics; however, estimated posterior mean values are rather small and imply that the credit growth influenced the accumulation of credit risk and the origination of the NPL in a modest way. Moreover, the effects are stronger in the CR compared to the prior value (close to zero), which is calculated based on the information obtained from the international empirical studies.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50202 - Applied Economics, Econometrics

Result continuities

  • Project

    <a href="/en/project/EE2.3.20.0296" target="_blank" >EE2.3.20.0296: Research team for modelling of economic and financial processes at VSB-TU Ostrava</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

    2018

  • Confidentiality

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

Data specific for result type

  • Name of the periodical

    Ekonomický časopis

  • ISSN

    0013-3035

  • e-ISSN

  • Volume of the periodical

    66

  • Issue of the periodical within the volume

    6

  • Country of publishing house

    SK - SLOVAKIA

  • Number of pages

    20

  • Pages from-to

    541-560

  • UT code for WoS article

    000439020500001

  • EID of the result in the Scopus database

    2-s2.0-85053698243