Posouzení vlivu vybraných faktorů na úvěry v selhání v České republice

Abstract

The thesis is focused on econometric analysis. Its aim is to assess the impact of selected factors on non-performing loans in the Czech Republic since the first quarter of 2008 to the second quarter of 2018. Selected factors are GDP, inflation rate, unemployment rate, discount rate, household debt, real wage, tax burden and export. The work is divided into five chapters, where the first is the introduction and the fifth conclusion. The second chapter describes the financial stability from 1993 to 2018, the role of the Central Bank and the global financial crisis of 2008. In the third chapter there is included methodology used in the following chapter, which corresponds to the individual steps of econometric analysis. The last, fourth, chapter is practical. In this chapter, we first estimate a model that is subsequently modified and tested for possible adverse events such as autocorrelation, heteroscedasticity, and multicolinearity. In addition, the correct model specification or residue normality is also tested. Then the economic interpretation of the parameters is performed and the prediction for the next three periods is calculated.