An Econometric Model for Financial Stability Indicators
The 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.
Volume (Year): 6 (2014)
Issue (Month): 1 (March)
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- Holló, Dániel & Kremer, Manfred & Lo Duca, Marco, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
- Peter Kennedy, 2003. "A Guide to Econometrics, 5th Edition," MIT Press Books, The MIT Press, edition 5, volume 1, number 026261183x.
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