An Econometric Model for Financial Stability Indicators
AbstractThe main aim of this study is to estimate an econometric model for describing the evolution of actives/GDP in 18 European countries in 2010. This variable is a proxy for financial stability and it depends on market share of the first 5 banks in each countries and the inflation rate. Moreover, predictions for 2011 and 2012 were made, a slow increase being anticipated in 2012 compared to 2011.
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Bibliographic InfoArticle provided by Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest in its journal Knowledge Horizons - Economics.
Volume (Year): 6 (2014)
Issue (Month): 1 (March)
Econometric model; estimation; financial stability indicators;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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- Peter Kennedy, 2003. "A Guide to Econometrics, 5th Edition," MIT Press Books, The MIT Press, edition 5, volume 1, number 026261183x, December.
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