CEEC economies

1. 2000-2007Descriptive Statistics

Mean Std. Deviation Analysis NPIB_cr 5.9007 1.53046 14Inflatia 10.1550 9.11750 14Dom_credit 41.6136 12.56340 14portofolio_equity 212975.73

07550722.95369 14

Stock_traded 35.8221 41.73972 14

Correlation Matrix

PIB_cr Inflatia Dom_creditportofolio_equit

y Stock_tradedCorrelation PIB_cr

1.000 -.032 -.052 -.023 -.389

Inflatia-.032 1.000 -.422 .774 .363

Dom_credit-.052 -.422 1.000 -.150 .274

portofolio_equity-.023 .774 -.150 1.000 .728

Stock_traded-.389 .363 .274 .728 1.000

Communalities

Initial ExtractionPIB_cr 1.000 .366Inflatia 1.000 .871Dom_credit 1.000 .712portofolio_equity 1.000 .903Stock_traded 1.000 .915

Extraction Method: Principal Component Analysis.

Total Variance Explained

Component

Initial Eigenvalues Extraction Sums of Squared Loadings

Total % of Variance Cumulative % Total % of Variance Cumulative %1 2.326 46.510 46.510 2.326 46.510 46.5102 1.441 28.816 75.326 1.441 28.816 75.3263 .910 18.200 93.5264 .261 5.218 98.7445 .063 1.256 100.000

Extraction Method: Principal Component Analysis.

Component Matrix(a)

Component

1 2PIB_cr -.259 -.546Inflatia .839 -.410Dom_credit -.201 .819portofolio_equity .948 -.066Stock_traded .785 .547

Extraction Method: Principal Component Analysis.a 2 components extracted.

1.00.50.0-0.5-1.0

Component 1

1.0

0.5

0.0

-0.5

-1.0

Com

pone

nt 2

Stock_traded

portofolio_equity

Dom_credit

Inflatia

PIB_cr

Component Plot

__

Component Score Coefficient Matrix

Component

1 2PIB_cr -.111 -.379Inflatia .361 -.284Dom_credit -.086 .569portofolio_equity .408 -.046Stock_traded .337 .379

Extraction Method: Principal Component Analysis. Component Scores.

3.000002.000001.000000.00000-1.00000

REGR factor score 1 for analysis 1

2.00000

1.00000

0.00000

-1.00000

-2.00000

REG

R fa

ctor

sco

re

2 fo

r ana

lysi

s 1

Ukraine

Turkey

Slovenia

Slovak Republic

SerbiaRomania

Poland

MoldovaLithuania

Latvia

Hungary

Estonia

Czech Republic

Bulgaria

__

2. 2008-2013

Descriptive Statistics

Mean Std. Deviation Analysis NPIB_cr .8529 1.66009 14Inflatia 5.0214 2.35516 14Dom_credit 67.3179 16.11062 14portofolio_equity 437553.12

071008281.5167

514

Stock_traded 27.0957 41.60853 14

Correlation Matrix

PIB_cr Inflatia Dom_creditportofolio_equit

y Stock_tradedCorrelation PIB_cr

1.000 .236 -.660 .564 .307

Inflatia.236 1.000 .007 .123 .155

Dom_credit-.660 .007 1.000 .012 .106

portofolio_equity.564 .123 .012 1.000 .580

Stock_traded.307 .155 .106 .580 1.000

Communalities

Initial ExtractionPIB_cr 1.000 .935Inflatia 1.000 .141Dom_credit 1.000 .928portofolio_equity 1.000 .775Stock_traded 1.000 .744

Extraction Method: Principal Component Analysis.

Total Variance Explained

Component

Initial Eigenvalues Extraction Sums of Squared Loadings

Total % of Variance Cumulative % Total % of Variance Cumulative %1 2.149 42.975 42.975 2.149 42.975 42.9752 1.374 27.476 70.451 1.374 27.476 70.4513 .939 18.789 89.2404 .428 8.552 97.7925 .110 2.208 100.000

Extraction Method: Principal Component Analysis.

Component Matrix(a)

Component

1 2PIB_cr .887 -.385Inflatia .351 .135Dom_credit -.440 .857portofolio_equity .794 .381Stock_traded .645 .573

Extraction Method: Principal Component Analysis.a 2 components extracted.

1.00.50.0-0.5-1.0

Component 1

1.0

0.5

0.0

-0.5

-1.0

Com

pone

nt 2

Stock_traded

portofolio_equity

Dom_credit

Inflatia

PIB_cr

Component Plot

__

2.000001.000000.00000-1.00000

REGR factor score 1 for analysis 1

2.00000

1.00000

0.00000

-1.00000

-2.00000

REG

R fa

ctor

sco

re

2 fo

r ana

lysi

s 1

Ukraine

Turkey

Slovenia

Slovak Republic

SerbiaRomania

Poland

Moldova

Lithuania

Latvia

Hungary

Estonia

Czech RepublicBulgaria

__