Estimating and Projecting Credit Portfolio Quality Using Macroeconomic Variables: A Study for Venezuela

This study presents an econometric estimation of the impact of several macroeconomic aggregates on the level of non-performing loans in the Venezuelan banking system. The data set consist of quarterly time series that go from the last quarter of year 1994 to the last quarter of year 2004. Based on r...

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Bibliographic Details
Main Authors: Vera, Leonardo, Costa, Irene
Format: Online
Language:spa
Published: Instituto de Economía y Finanzas. Facultad de Ciencias Económicas. Universidada Nacional de Córdoba. 2007
Subjects:
Online Access:https://revistas.unc.edu.ar/index.php/REyE/article/view/3839