评估 Covid-19 对罗马尼亚家庭贷款和储蓄的时空影响--县级空间面板数据方法

IF 5.6 2区经济学 Q1 BUSINESS, FINANCE

Emerging Markets Review Pub Date : 2024-09-30 DOI:10.1016/j.ememar.2024.101209

{"title":"评估 Covid-19 对罗马尼亚家庭贷款和储蓄的时空影响--县级空间面板数据方法","authors":"","doi":"10.1016/j.ememar.2024.101209","DOIUrl":null,"url":null,"abstract":"<div><div>This article examines the effects of the Covid-19 crisis on the banking sector of Romania using a spatial panel dataset of 21 months, from April 2020 to December 2021, among 41 counties. The empirical setup exploits the spatial and time-series variations of the banking sector during the pandemic via means of exploratory data analysis, simple linear models for each month with spatial diagnosis, and spatial panel data models with fixed effects. County-level differences and particular disturbances in the trend of banking services are highlighted against the turning points of the pandemic. We show that increasing Covid-19 infections result in higher loans and savings per capita, with significant spatial interactions given by the neighboring counties.</div></div>","PeriodicalId":47886,"journal":{"name":"Emerging Markets Review","volume":null,"pages":null},"PeriodicalIF":5.6000,"publicationDate":"2024-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Evaluation of the space-time effects of Covid-19 on household loans and savings in Romania - A spatial panel data approach at county level\",\"authors\":\"\",\"doi\":\"10.1016/j.ememar.2024.101209\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>This article examines the effects of the Covid-19 crisis on the banking sector of Romania using a spatial panel dataset of 21 months, from April 2020 to December 2021, among 41 counties. The empirical setup exploits the spatial and time-series variations of the banking sector during the pandemic via means of exploratory data analysis, simple linear models for each month with spatial diagnosis, and spatial panel data models with fixed effects. County-level differences and particular disturbances in the trend of banking services are highlighted against the turning points of the pandemic. We show that increasing Covid-19 infections result in higher loans and savings per capita, with significant spatial interactions given by the neighboring counties.</div></div>\",\"PeriodicalId\":47886,\"journal\":{\"name\":\"Emerging Markets Review\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":5.6000,\"publicationDate\":\"2024-09-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Emerging Markets Review\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S1566014124001043\",\"RegionNum\":2,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Emerging Markets Review","FirstCategoryId":"96","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1566014124001043","RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}

引用次数: 0

摘要

本文利用 2020 年 4 月至 2021 年 12 月期间 41 个县中 21 个月的空间面板数据集，研究了 Covid-19 危机对罗马尼亚银行业的影响。实证设置通过探索性数据分析、带有空间诊断的各月简单线性模型和带有固定效应的空间面板数据模型，利用了大流行病期间银行业的空间和时间序列变化。根据大流行的转折点，突出了银行服务趋势中的县级差异和特殊干扰。我们的研究表明，Covid-19 感染率的增加导致人均贷款和储蓄的增加，而邻近县域的空间交互作用非常明显。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Evaluation of the space-time effects of Covid-19 on household loans and savings in Romania - A spatial panel data approach at county level

This article examines the effects of the Covid-19 crisis on the banking sector of Romania using a spatial panel dataset of 21 months, from April 2020 to December 2021, among 41 counties. The empirical setup exploits the spatial and time-series variations of the banking sector during the pandemic via means of exploratory data analysis, simple linear models for each month with spatial diagnosis, and spatial panel data models with fixed effects. County-level differences and particular disturbances in the trend of banking services are highlighted against the turning points of the pandemic. We show that increasing Covid-19 infections result in higher loans and savings per capita, with significant spatial interactions given by the neighboring counties.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Emerging Markets Review Multiple-

CiteScore

7.10

自引率

4.20%

发文量

审稿时长

100 days

期刊介绍： The intent of the editors is to consolidate Emerging Markets Review as the premier vehicle for publishing high impact empirical and theoretical studies in emerging markets finance. Preference will be given to comparative studies that take global and regional perspectives, detailed single country studies that address critical policy issues and have significant global and regional implications, and papers that address the interactions of national and international financial architecture. We especially welcome papers that take institutional as well as financial perspectives.