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

Kód výsledku v 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>

Výsledek na webu

<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

—

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

<a href="/cs/project/EE2.3.20.0296" target="_blank" >EE2.3.20.0296: Výzkumný tým pro modelování ekonomických a finančních procesů na VŠB-TU Ostrava</a><br>

Návaznosti

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

Rok uplatnění

2018

Kód důvěrnosti údajů

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

Název periodika

Ekonomický časopis

ISSN

0013-3035

e-ISSN

—

Svazek periodika

66

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

SK - Slovenská republika

Počet stran výsledku

20

Strana od-do

541-560

Kód UT WoS článku

000439020500001

EID výsledku v databázi Scopus

2-s2.0-85053698243