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The financial stability index – An insight into the financial and economic conditions of Romania

Author

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  • Claudiu Mihail MANOLESCU

    (The Bucharest University of Economic Studies, Romania)

  • Elena MANOLESCU

    (The Technical University of Civil Engineering of Bucharest, Romania)

Abstract

The goal of this paper is to quantify the index of financial stability linking it with macroeconomic indicators for Romanian economy. The index is intended to analyze the relationships between the main indicators of the banking sector and the most relevant macroeconomic indicators. The Financial Stability Index synthetizes the balance state and evolution of a complex of financial variables as well as the impact of the banking system stability upon the real economy. In this paper we intend to construe the Financial Stability Index (FSI) by using the VAR auto regressive method.

Suggested Citation

  • Claudiu Mihail MANOLESCU & Elena MANOLESCU, 2017. "The financial stability index – An insight into the financial and economic conditions of Romania," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(613), W), pages 5-24, Winter.
    • Handle: RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:5-24
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    Citations

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    Cited by:

    1. Sadia Babar & Rashid Latief & Sumaira Ashraf & Sania Nawaz, 2019. "Financial Stability Index for the Financial Sector of Pakistan," Economies, MDPI, vol. 7(3), pages 1-24, August.
    2. Murat AKÇA & Vedat KAYA, 2023. "Effectiveness of Unconventional Monetary Policy Tools on Financial Stability: A NARDL Approach for Turkey," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 7(1), pages 63-80, June.
    3. Kiemo, Samuel & Talam, Camilla & Rugiri, Irene W., 2022. "Bank capital, credit risk and financial stability in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 57, Kenya Bankers Association (KBA).
    4. DEHMEJ , Salim & MIKOU, Mohammed, 2020. "Indice agrégé de stabilité financière au Maroc," Document de travail 2020-2, Bank Al-Maghrib, Département de la Recherche.
    5. Łukasz Kurowski, 2021. "Financial cycle − A critical analysis of the methodology for its identification," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 99-116.

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