A Panel Data Analysis for Financial Stability Indicators

In this study a panel data analysis was made for financial stability indicators in 7 European Union countries over 2006-2011 (Bulgaria, Czech Republic, Croatia, Poland, Slovenia, Hungary, Romania, Austria, France, Italy, Greece and England. The loam quality is explained by the coverage of non-performing loans and the index of prices in each country using a fixed-effects model. The Hausman test indicated that a fixed-effects model with Driscoll and Kraay errors is better than a random-effects one.

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Year of publication:	2014
Authors:	Niculae, Mirela ; Simionescu, Mihaela
Published in:	Knowledge Horizons - Economics. - Facultatea de Finante, Banci si Contabilitate. - Vol. 6.2014, 4, p. 46-50
Publisher:	Facultatea de Finante, Banci si Contabilitate
Subject:	Panel data \| financial indicators \| financial stability \| fixed-effects model \| loan quality

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Extent:	application/pdf text/html
Type of publication:	Article
Classification:	C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; G15 - International Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011207700