| dc.contributor.author | Heryán, Tomáš | |
| dc.date.accessioned | 2012-02-08T07:20:31Z | |
| dc.date.available | 2012-02-08T07:20:31Z | |
| dc.date.issued | 2011 | |
| dc.identifier.citation | Ekonomická revue. 2011, roč. 14, č. 2, s. 73-83 : il. | cs |
| dc.identifier.issn | 1212-3951 | |
| dc.identifier.uri | http://hdl.handle.net/10084/90135 | |
| dc.format.extent | 680959 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | cs | |
| dc.publisher | Vysoká škola báňská - Technická univerzita Ostrava | cs |
| dc.relation.ispartofseries | Ekonomická revue | cs |
| dc.relation.uri | http://dx.doi.org/10.7327/cerei.2011.06.01 | |
| dc.rights | © Vysoká škola báňská - Technická univerzita Ostrava | cs |
| dc.title | Formování úvěrových trhů vybraných zemí Evropské unie : analýza užitím panelové regrese | cs |
| dc.type | article | |
| dc.description.abstract-en | This 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.doi | 10.7327/cerei.2011.06.01 | |
| dc.rights.access | openAccess | |
| dc.type.version | publishedVersion | |
| dc.type.status | Peer-reviewed | |