Dananau, Cristian-Florin - In: Romanian Statistical Review 63 (2015) 1, pp. 87-106
The aim of this paper is to study the evolution of the Romanian credit market between 2000 and 2012 by using a VECM (vector error correction model)-based) approach. A vector of four variables is selected: non-government credit, index of industrial production, stock market capitalization and...