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
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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
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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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
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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