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Macroeconomic determinants of credit risk: a P-VAR approach evidence from Europe
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Macroeconomic determinants of credit risk: a P-VAR approach evidence from Europe (2019)Macroeconomic determinants of credit risk…Effect of Macroeconomic Determinants on Non-performing Loans in Central and Eastern European Countries (2017)Effect of Macroeconomic Deter…Loan growth and bank solvency: evidence from the Pakistani banking sector (2016)Loan growth and bank solvency…Macroeconomic Modelling of Credit Risk for Banks (2014)Macroeconomic Modelling of Cr…Credit risk determinants: Evidence from a cross-country study (2014)Credit risk determinants: Evi…Credit Risk Determinants for the Bulgarian Banking System (2014)Credit Risk Determinants for …Non-performing Loans (2011)Non-performing LoansGrowth in a Time of Debt (2010)Growth in a Time of DebtA simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Financial development and dynamic investment behavior: Evidence from panel VAR (2006)Financial development and dyn…Credit Cycles, Credit Risk, and Prudential Regulation (2005)Credit Cycles, Credit Risk, a…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Manias, Panics, and Crashes: A History of Financial Crises (1979)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Social Value of Public Information (2002)The fundamental principles of financial regulation (2009)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Another look at the instrumental variable estimation of error-components models (1995)Estimation of Panel Vector Autoregression in Stata (2016)Economic growth, CO2 emissions and energy consumption: What causes what and where? (2018)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Initial conditions and moment restrictions in dynamic panel data models (1998)Political Institutions and Bank Risk-Taking Behavior (2015)Do trade and financial openness matter for financial development? Bank-level evidence from emerging market economies (2017)Competition and bank stability in the MENA region: The moderating effect of Islamic versus conventional banks (2019)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Residual-based tests for cointegration in models with regime shifts (1996)Credit risk management (2018)An alternative approach to predicting bank credit risk in Europe with Google data (2019)Risk management practices of Islamic microfinance institutions to improve their financial performance and sustainability: a study on Baitut Tamwil Muhammadiyah, Indonesia (2022)Bounds testing approaches to the analysis of level relationships (2001)Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states (2015)Credit risk determinants in Sub-Saharan banking systems: Evidence from five countries and lessons learnt from Central East and South East European countries (2017)An Empirical Analysis of The Impact of Credit Risk on The Financial Performance of South African Banks (2020)On the Determination of the Public Debt (1979)The Aftermath of Financial Crises (2009)This Time Is Different (2009)This time is different: eight centuries of financial folly (2010)From Financial Crash to Debt Crisis (2011)The entrepreneurial state: debunking public vs. private sector myths (2014)Testing for unit roots in heterogeneous panels (2003)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)Financial Nexus: Efficiency and Soundness in Banking and Capital Markets (2014)Financial Stability Indicators – The Case of Croatia1 (2016)Macroeconomic Determinants Of Non-Performing Loans In Nigeria: An Empirical Analysis (2017)Size, efficiency, market power, and economies of scale in the African banking sector (2019)A comparison of conventional versus Islamic banking customers attitudes and judgment (2021)The interrelationships between bank profitability, bank stability and loan growth in Southeast Asia (2022)
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References

  • 2007A simple panel unit root test in the presence of cross‐section dependence13,768 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 2010Growth in a Time of Debt3,326 cited
  • 2006Financial development and dynamic investment behavior: Evidence from panel VAR1,790 cited
  • 2005Credit Cycles, Credit Risk, and Prudential Regulation609 cited
  • 2014Credit risk determinants: Evidence from a cross-country study380 cited
  • 2014Macroeconomic Modelling of Credit Risk for Banks63 cited
  • 2014Credit Risk Determinants for the Bulgarian Banking System61 cited
  • 2011Non-performing Loans51 cited
  • 2016Loan growth and bank solvency: evidence from the Pakistani banking sector43 cited
  • 2017Effect of Macroeconomic Determinants on Non-performing Loans in Central and Eastern European Countries18 cited

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