Non-governmental credit in Romania: a VECM-based approach
The aim of this paper is to study the evolution of the Romanian credit market between 2000 and 2012 by using a VECM (vector error correction model)-based) approach. A vector of four variables is selected: non-government credit, index of industrial production, stock market capitalization and lending...
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| Format: | Article |
| Language: | English |
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Romanian National Institute of Statistics
2015-03-01
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| Series: | Revista Română de Statistică |
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| Online Access: | http://www.revistadestatistica.ro/wp-content/uploads/2015/04/A6_RRS_01_2015.pdf |