The Forecast of Credit Risk of Romania

Simona Andreea Dospinescu ()
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Simona Andreea Dospinescu: Alexandru Ioan Cuza University of Iasi, Romania

The Journal of Accounting and Management, 2014, issue 2, 51-60

Abstract: In this paper we propose to forecast the credit risk in Romania using Box-Jenkins metholody. In this purpose, we used as variable the rate of credit risk for the period 4th quarter of 1995 - 1st quarter of 2014. The treatment of the data is done with the EViews software. The results obtained in this paper show what will happen in the future and can be used as arguments in taking the adequate decisions for prevent or diminuate the consequences of this phenomenon.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:dug:jaccma:y:2014:i:2:p:51-60

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