KEY DETERMINANTS OF NON-PERFORMING LOANS IN ROMANIAN BANKING SECTOR. A VAR APPROACH

Ana-Maria Sandica () and Monica Dudian ()
Additional contact information
Ana-Maria Sandica: The Bucharest University of Economic Studies, Romania
Monica Dudian: The Bucharest University of Economic Studies, Romania

The USV Annals of Economics and Public Administration, 2017, vol. 17, issue 2(26), 28-34

Abstract: The aim of this paper is to analyze the macroeconomic determinants of the percentage of non-performing loans (NPL) in Romanian banking sector. The vector autoregressive (VAR) model is estimated on quarterly data for period 2003-2015. Our empirical analysis confirms that economic growth is negatively related to NPL while unemployment and credit cycle positively influenced the evolution of nonperforming loans in Romania.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://seap.usv.ro/annals/arhiva/USVAEPA_VOL.17,ISSUE_2(26),2017_fulltext.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:scm:usvaep:v:17:y:2017:i:2(26):p:28-34

Access Statistics for this article

The USV Annals of Economics and Public Administration is currently edited by Editura Universitatii Stefan cel Mare din Suceava

More articles in The USV Annals of Economics and Public Administration from Stefan cel Mare University of Suceava, Romania, Faculty of Economics and Public Administration Contact information at EDIRC.
Bibliographic data for series maintained by Liviu Scutariu ().