Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce
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References listed on IDEAS
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More about this item
Keywordssektor bankowy; ryzyko kredytowe; testy warunków skrajnych; model korekty błędem; analiza symulacyjna; scenariusz makroekonomiczny;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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