Non performing loans (NPLs) in a crisis economy: long-run equilibrium analysis with a real time VEC model for Greece (2001--2015)

DOI10.1016/J.PHYSA.2015.12.163zbMath1400.91351OpenAlexW2255337290MaRDI QIDQ1619381

Konstantinos N. Konstantakis, Panayotis G. Michaelides, Angelos T. Vouldis

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/90000/1/MPRA_paper_90000.pdf

zbMATH Keywords

crisisbanking sectorGreecemacro-economyNPLsVAR/VEC

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Nonperforming loan of European islamic banks over the economic cycle

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