Econometric estimation of debt on legal entities loans

Abstract

© 2020, Universidad del Zulia. All rights reserved. This study aims to assess the connection between macroeconomic indicators and banking sector economy indicators, with the share of overdue loans to legal entities on the example of the russian economy, based on a multiple regression linear model. Linear correlation, linear regression, classical least squares method and graphical method were used. The obtained models predict positive opportunities for the corporate sector lending development in the future. In the course of the analysis based on russian quarterly data for 2013-2019, the relationship between the share of legal entities overdue loans, macro indicators and banking sector development indicators were measured.