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Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F13%3A86086773%21RIV14-MSM-27510___
rdf:type
skos:Concept n10:Vysledek
dcterms:description
In the recent years, an interest in the macroprudential policy, its role and interaction with the monetary policy has been rising. There is a need for cooperation between monetary policy makers and prudential regulators to achieve economic and financial stability because changes in monetary policy instruments can influence conducting of the macroprudential policy, and vice versa. The aim of this paper is to investigate the sensitivity of non-performing loans ratio (NPLR) and its macroeconomic determinants to the changes of monetary policy rate. In the empirical analysis we estimate Vector Autoregressive Model containing NPLR, lending rates of companies and households, real economic growth, changes in M2 money, changes in real effective exchange rate of the Czech Crown, and Czech National Banks´ monetary policy rate (two week repo rate). Based on the estimation results we found that there are different reactions of the households´ and companies´ lending rate to the monetary shock and NPLR does not significantly react to the changes of the repo rate. In the recent years, an interest in the macroprudential policy, its role and interaction with the monetary policy has been rising. There is a need for cooperation between monetary policy makers and prudential regulators to achieve economic and financial stability because changes in monetary policy instruments can influence conducting of the macroprudential policy, and vice versa. The aim of this paper is to investigate the sensitivity of non-performing loans ratio (NPLR) and its macroeconomic determinants to the changes of monetary policy rate. In the empirical analysis we estimate Vector Autoregressive Model containing NPLR, lending rates of companies and households, real economic growth, changes in M2 money, changes in real effective exchange rate of the Czech Crown, and Czech National Banks´ monetary policy rate (two week repo rate). Based on the estimation results we found that there are different reactions of the households´ and companies´ lending rate to the monetary shock and NPLR does not significantly react to the changes of the repo rate.
dcterms:title
The Influence of the Monetary Policy Rate on the Non-Performing Loans and their Determinants The Influence of the Monetary Policy Rate on the Non-Performing Loans and their Determinants
skos:prefLabel
The Influence of the Monetary Policy Rate on the Non-Performing Loans and their Determinants The Influence of the Monetary Policy Rate on the Non-Performing Loans and their Determinants
skos:notation
RIV/61989100:27510/13:86086773!RIV14-MSM-27510___
n10:predkladatel
n18:orjk%3A27510
n3:aktivita
n12:S n12:P
n3:aktivity
P(EE2.3.30.0016), S
n3:dodaniDat
n22:2014
n3:domaciTvurceVysledku
n11:9890440 Šulganová, Monika
n3:druhVysledku
n8:D
n3:duvernostUdaju
n15:S
n3:entitaPredkladatele
n19:predkladatel
n3:idSjednocenehoVysledku
79999
n3:idVysledku
RIV/61989100:27510/13:86086773
n3:jazykVysledku
n6:eng
n3:klicovaSlova
macroeconomic and financial stability, macroprudential policy, monetary policy, non-performing loans, monetary policy rate, Vector Autoregressive Model, impulse response analysis
n3:klicoveSlovo
n7:macroprudential%20policy n7:monetary%20policy n7:non-performing%20loans n7:impulse%20response%20analysis n7:monetary%20policy%20rate n7:macroeconomic%20and%20financial%20stability n7:Vector%20Autoregressive%20Model
n3:kontrolniKodProRIV
[77BFDBE8195E]
n3:mistoKonaniAkce
Ostrava
n3:mistoVydani
Ostrava
n3:nazevZdroje
Proceedings of the 11th International Conference Economic Policy in the European Union Member Countries : [18.-20. September 2013, Ostrava]
n3:obor
n16:AH
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
2
n3:projekt
n21:EE2.3.30.0016
n3:rokUplatneniVysledku
n22:2013
n3:tvurceVysledku
Melecký, Aleš Šulganová, Monika
n3:typAkce
n13:WRD
n3:zahajeniAkce
2013-09-18+02:00
s:numberOfPages
9
n20:hasPublisher
Vysoká škola báňská - Technická univerzita Ostrava
n14:isbn
978-80-248-3095-7
n9:organizacniJednotka
27510