Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio
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More about this item
KeywordsCzech Republic; Macro-prudential analysis; Non-performing loans; VAR model.;
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-06-10 (All new papers)
- NEP-FIN-2006-06-10 (Finance)
- NEP-FMK-2006-06-10 (Financial Markets)
- NEP-FOR-2006-06-10 (Forecasting)
- NEP-MAC-2006-06-10 (Macroeconomics)
- NEP-TRA-2006-06-10 (Transition Economics)
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