Theoretical and Applied Economics
No. 4 / 2017 (613), Winter
The financial stability index – An insight into the financial and economic conditions of Romania
The Bucharest University of Economic Studies, Romania
Elena MANOLESCU
The Technical University of Civil Engineering of Bucharest, Romania
Abstract. The goal of this paper is to quantify the index of financial stability linking it with macroeconomic indicators for Romanian economy. The index is intended to analyze the relationships between the main indicators of the banking sector and the most relevant macroeconomic indicators. The Financial Stability Index synthetizes the balance state and evolution of a complex of financial variables as well as the impact of the banking system stability upon the real economy. In this paper we intend to construe the Financial Stability Index (FSI) by using the VAR auto regressive method.
Keywords: financial, stability, index, nonperforming loans, banking.
Contents
- The financial stability index –
An insight into the financial
and economic conditions of Romania
Claudiu Mihail MANOLESCU
Elena MANOLESCU
- The strategy for reducing unemployment.
Employment in the European Union
Constantin ANGHELACHE
Mădălina Gabriela ANGHEL
- Economic value of portfolio diversification:
Evidence from international multi-asset portfolios
Prateek SHARMA
- Inflation convergence among the next eleven economies:
Evidence from asymmetric nonlinear unit root test
Aycan HEPSAG
- Bitcoin as digital money:
Its growth and future sustainability
Pradipta Kumar SAHOO
- Target P/E ratio determinants in the Turkish Stock Market:
Earning volatility effect
Halil ARSLAN
Yuksel ILTAS
Temur KAYHAN
- Wavelets based multiscale analysis
of select global equity returns
Avishek BHANDARI
- The cost to have a healthy population –
The European Union's strategy
Mădălina Gabriela ANGHEL
Constantin ANGHELACHE
- The relationship between oil and stock prices:
The case of developing and developed countries
Gülfen TUNA
Nazire GÖLEÇ
Vedat Ender TUNA
- Macroeconomic determinants of income
inequality in India and Pakistan
Kashif MUNIR
Maryam SULTAN
- Examination of the exchange rate
and interest rate channels of the monetary transmission
mechanism during the inflation targeting:
Turkey and Mexico countries examples
Musa ATGÜR
N. Oğuzhan ALTAY
- Macroeconomic determinants of public debt growth:
A case study for Tunisia
Samia OMRANE BELGUITH
Hanen OMRANE
- Dynamic regime switching behaviour
between cash and futures market:
A case of interest rates in India
Pradiptarathi PANDA
Malabika DEO
Jyothi CHITTINENI