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dc.contributor.authorHeryán, Tomáš
dc.date.accessioned2012-02-08T07:20:31Z
dc.date.available2012-02-08T07:20:31Z
dc.date.issued2011
dc.identifier.citationEkonomická revue. 2011, roč. 14, č. 2, s. 73-83 : il.cs
dc.identifier.issn1212-3951cs
dc.identifier.urihttp://hdl.handle.net/10084/90135
dc.format.extent680959 bytescs
dc.format.mimetypeapplication/pdfcs
dc.language.isocscs
dc.publisherVysoká škola báňská - Technická univerzita Ostravacs
dc.relation.ispartofseriesEkonomická revuecs
dc.relation.urihttp://dx.doi.org/10.7327/cerei.2011.06.01
dc.rights© Vysoká škola báňská - Technická univerzita Ostravacs
dc.titleFormování úvěrových trhů vybraných zemí Evropské unie : analýza užitím panelové regresecs
dc.typearticlecs
dc.description.abstract-enThis paper aims to explore the credit markets' development of selected EU countries by selected economic variables. The article shows the common features of credit markets in selected EU countries. When comparing the results of both methods, we can identify several similarities, but also some contradictory results. Main results show that the EU credit markets' panel regression have some weaknesses due to non-existing cointegration causalities. The work is initially focused on data analysis of 25 EU member states. The analysis is selected on the basis of the existence of cointegration causalities for using the method of least squares. The same panel data are then analyzed by the GMM. The second method also allows the installation of a generalized regression model constructed from the data in a selected panel of 25 countries. The annual frequency data includes the data from the period 1998 to 2009.cs
dc.identifier.doi10.7327/cerei.2011.06.01
dc.rights.accessopenAccess
dc.type.versionpublishedVersion
dc.type.statusPeer-reviewedcs


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  • Ekonomická revue. 2011, roč. 14 [20]
  • OpenAIRE [1968]
    Kolekce určená pro sklízení infrastrukturou OpenAIRE; obsahuje otevřeně přístupné publikace, případně další publikace, které jsou výsledkem projektů rámcových programů Evropské komise (7. RP, H2020).

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