Macroeconomic Stress Testing: Preliminary Evidence for Austria

By H. Kalirai, Martin Scheicher. 2002

138 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c31bd2d91e9ee8688dbbcfcf289e0f1341dab250

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1. Sofoklis Vogiazas
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Citations in the corpus

• Investigating the Determinants of Nonperforming Loans in the Romanian Banking System: An Empirical Study with Reference to the Greek Crisis (2011, methodology): “In contrast to Kalirai and Scheicher [13], volatilities, commodities, and exchange rates do not present any statistically significant impact on the endogenous variable.”
• Stress Testing Financial Systems: What to Do When the Governor Calls (2004, unknown): “Kalirai and Scheicher (2002) model loan loss provisions in Austria as a function of various macroeconomic indicators, and then use the model to conduct a series of sensitivity tests.”
• Stress-testing Financial Systems: An Overview of Current Methodologies (2004, background): “Kalirai and Scheicher (2002) estimate a time series regression of aggregate loan loss provisions in the Austrian banking system as a function of an extensive array of macroeconomic variables.”