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Evaluación del efecto de la cartera vencida en el crecimiento económico en las Bahamas

Author

Listed:
  • Alwyn Jordan

    (Central Bank of the Bahamas)

  • Carisma Tucker

    (Central Bank of the Bahamas)

Abstract

Este trabajo analiza la medida en que el producto económico y otras variables afectan la cartera vencida en las Bahamas mediante el uso de un modelo vectorial de corrección de error (vec). También intenta determinar si existe una respuesta de retroalimentación de la cartera vencida en el crecimiento económico. Los datos utilizados en el estudio abarcan el periodo de septiembre de 2002 a marzo de 2012. Los hallazgos más importantes son que el crecimiento de la actividad económica tiende a derivar en una disminución de la cartera vencida y, además, hay un efecto de retroalimentación pequeño pero significativo de la cartera vencida en el producto.

Suggested Citation

  • Alwyn Jordan & Carisma Tucker, 2013. "Evaluación del efecto de la cartera vencida en el crecimiento económico en las Bahamas," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 403-436, julio-dic.
  • Handle: RePEc:cml:moneta:v:xxxv:y:2013:i:2:p:403-436
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    More about this item

    Keywords

    Cartera vencida; Procedimiento Chow-Lin; Funciones de respuesta al impulso;

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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