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Identification, Analysis, Modeling and Prediction of Time Series Characterizing the Indicators of Asset Structure in the Credit Institutions Operating in Romania

Author

Listed:
  • Ramona Mariana CALINICA

    (Dunarea de Jos University of Galati, Romania)

  • Daniel CALINICA

    (Dunarea de Jos University of Galati, Romania)

Abstract

This paper aims to accurately characterize the dynamics of the structural indicators of the assets in the credit institutions operating in Romania through an empirical mathematical model of dual function: regulation and control. The model can be used to predict the future evolution of the economic processes involved, or to study how to act upon them (management) in case of changes in the environment around them (e.g. the impact of reducing the minimum compulsory reserve requirements on credit etc.)

Suggested Citation

  • Ramona Mariana CALINICA & Daniel CALINICA, 2012. "Identification, Analysis, Modeling and Prediction of Time Series Characterizing the Indicators of Asset Structure in the Credit Institutions Operating in Romania," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 89-96.
    • Handle: RePEc:ddj:fseeai:y:2012:i:2:p:89-96
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    File URL: http://www.ann.ugal.ro/eco/Doc2012.2/Calinica_Calinica.pdf
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    References listed on IDEAS

    as
    1. repec:dau:papers:123456789/7463 is not listed on IDEAS
    2. Gourieroux,Christian, 2000. "Econometrics of Qualitative Dependent Variables," Cambridge Books, Cambridge University Press, number 9780521589857, Enero-Abr.
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    Keywords

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    JEL classification:

    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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