KEY DETERMINANTS OF NON-PERFORMING LOANS IN ROMANIAN BANKING SECTOR. A VAR APPROACH
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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Editura Univeristatii "Stefan cel Mare" din Suceava
2017-12-01
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| Series: | USV Annals of Economics and Public Administration |
| Subjects: | |
| Online Access: | http://annals.seap.usv.ro/index.php/annals/article/view/1017/883 |