Factores determinantes en la ratio de préstamos dudosos de la eurozona
La relevancia del mercado laboral
DOI:
https://doi.org/10.32826/reyf.v2i5.374Palabras clave:
riesgo de crédito, préstamos dudosos, mercado laboral, factores macroeconómicos, sector bancario, datos de panel, efectos fijos, inferencia estadísticaResumen
El objetivo de este trabajo es estudiar si los factores que tradicionalmente explicaban la evolución del riesgo de crédito en la eurozona siguen siendo relevantes, una vez superada la crisis financiera global (2015Q1-2022Q3). Para ello, se estiman modelos de regresión de efectos fijos por MCO con datos de ECB y Eurostats. Los resultados indican que un sector financiero con mayor rentabilidad, mejoras de eficiencia y menor liquidez, así como, un entorno macroeconómico con mayor endeudamiento público, crecimiento del valor de la vivienda, menor tasa de desempleo y, como aporte singular, mayor nivel salarial y productividad por hora trabajada, disminuyen la tasa de préstamos dudosos.
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