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An Econometric Model for Financial Stability Indicators

Author

Listed:
  • Mihaela Simionescu

  • Mirela Niculae

  • Marinel Nedelut

Abstract

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.

Suggested Citation

  • Mihaela Simionescu & Mirela Niculae & Marinel Nedelut, 2014. "An Econometric Model for Financial Stability Indicators," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 167-171, March.
    • Handle: RePEc:khe:journl:v:6:y:2014:i:1:p:167-171
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    References listed on IDEAS

    as
    1. Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
    2. repec:ecb:ecbwps:20111426 is not listed on IDEAS
    3. Peter Kennedy, 2003. "A Guide to Econometrics, 5th Edition," MIT Press Books, The MIT Press, edition 5, volume 1, number 026261183x, December.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

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    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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