A Panel Data Analysis for Financial Stability Indicators
Journal Title: Dezbateri social economice - Year 2014, Vol 6, Issue 4
Abstract
In this study a panel data analysis was made for financial stability indicators in 7 European Union countries over 2006-2011 (Bulgaria, Czech Republic, Croatia, Poland, Slovenia, Hungary, Romania, Austria, France, Italy, Greece and England. The loam quality is explained by the coverage of non-performing loans and the index of prices in each country using a fixed-effects model. The Hausman test indicated that a fixed-effects model with Driscoll and Kraay errors is better than a random-effects one.
Authors and Affiliations
Mirela Niculae, Mihaela Simionescu
Keywords
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