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| Field |
Value |
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| Title |
The Forecast of Credit Risk of Romania
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| Creator |
DOSPINESCU, Simona Andreea; Alexandru Ioan Cuza University of Iași
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| Subject |
time series; ARIMA; Box-Jenkins metholody
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| Description |
In this paper we propose to forecast the credit risk in Romania using Box-Jenkins metholody. In this purpose, weused as variable the rate of credit risk for the period 4th quarter of 1995 - 1st quarter of 2014. The treatment of the data is donewith the EViews software. The results obtained in this paper show what will happen in the future and can be used asarguments in taking the adequate decisions for prevent or diminuate the consequences of this phenomenon
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| Publisher |
The Journal of Accounting and Management
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| Contributor |
—
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| Date |
2014-12-20
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| Type |
Peer-reviewed Article
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| Format |
application/pdf
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| Identifier |
http://journals.univ-danubius.ro/index.php/jam/article/view/2684
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| Source |
The Journal of Accounting and Management; Vol 4, No 2 (2014): JAM
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| Language |
en
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| Rights |
The author fully assumes the content originality and the holograph signature makes him responsible in case of trial.
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Since 2014