Default in Selected Sectors in the Czech Republic

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Default in Selected Sectors in the Czech Republic

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Default in Selected Sectors in the Czech Republic

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

10103 - Statistics and probability

Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2020

Kód důvěrnosti údajů

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

Název statě ve sborníku

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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Počet stran výsledku

5

Strana od-do

181-185

Název nakladatele

Faculty of Economics, University of South Bohemia in České Budějovice

Místo vydání

České Budějovice

Místo konání akce

české Budějovice

Datum konání akce

5. 11. 2020

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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