A Panel Data Analysis for Financial Stability Indicators

Mirela Niculae () and Mihaela Simionescu

Knowledge Horizons - Economics, 2014, vol. 6, issue 4, 46-50

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.

Keywords: Panel data; financial indicators; financial stability; fixed-effects model; loan quality (search for similar items in EconPapers)
JEL-codes: C51 C52 G15 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:khe:journl:v:6:y:2014:i:4:p:46-50

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