Default rate in the Czech Republic depending on selected macroeconomic indicators
Date issued
2018
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Technická univerzita v Liberci
Abstract
Description
Subject(s)
ADF test stacionarity, bankovní sektor, kointegrační test, standardní sazba, model VAR, VECM
Citation
E+M. Ekonomie a Management = Economics and Management. 2018, roč. 21, č. 2, s. 69-82.