Avaliação dos determinantes macroeconômicos da inadimplência bancária no Brasil

=== This dissertation investigates the relationship between the delinquency rate on Brazilian banks loans and macroeconomic factors for the period 2000 to 2007 using a VAR (Vector Autoregression) model. Loans were divided into State-owned and private financial institutions in order to assess the ef...

Full description

Bibliographic Details
Main Author: Fernando de Menezes Linardi
Other Authors: Gilberto de Assis Libanio
Format: Others
Language:Portuguese
Published: Universidade Federal de Minas Gerais 2008
Online Access:http://hdl.handle.net/1843/AMSA-7FNJU7