This study examines whether the accumulated stock of private credit provides early-warning information for subsequent deterioration in banking-sector asset quality. It combines annual Passport banking indicators with World Development Indicators for 58 countries over 2010–2024; the preferred sample contains 746 country–year observations. A second-order dynamic fixed-effects model links log(1 + NPL), where NPL denotes the non-performing loan ratio, to lagged private credit to gross domestic product (GDP), real credit growth, lending rates, bank capital, GDP growth, inflation, and unemployment. Its preferred credit-depth coefficient is 0.00377, implying that a 10-percentage-point increase is associated with approximately 0.15 percentage points more NPLs one year later at the sample median. To operationalize early-warning calibration without claiming a universal cutoff, the paper reports the sample credit-depth quartiles and estimates a country fixed-effects linear probability model using the European Banking Authority’s 5% gross-NPL supervisory trigger. In that alternative outcome, a 10-percentage-point increase in credit depth is associated with a 2.78-percentage-point higher conditional probability of NPLs reaching 5% or more (p = 0.002). On a strictly common 609-observation sample, the credit-depth coefficients at one-, two-, and three-year horizons are 0.00501, 0.00960, and 0.01266. Lending rates and unemployment are positive, whereas annual credit growth and capital ratios are not robust predictors. Pooled interactions do not reject equal slopes across broad country partitions. System generalized method of moments (GMM) passes conventional tests but violates a persistence-bound credibility check. The evidence supports an early-warning interpretation, not a causal claim.

Este artículo de revisión sistemática examina la literatura existente sobre estrategias de aprendizaje vivencial en la formación universitaria, enfocándose en su potencial para el desarrollo de competencias del siglo XXI. Ante los crecientes desafíos que enfrentan los profesionales en un mundo laboral en constante cambio, se hace imperativo re imaginar los métodos pedagógicos tradicionales que a menudo no cumplen con las demandas de habilidades prácticas y de resolución de problemas. La revisión incluyó una búsqueda exhaustiva en bases de datos académicas como Scielo, Google Académico y PubMed, recuperando un total de 1,132 artículos. Después de aplicar criterios de inclusión y exclusión, se seleccionaron 45 artículos relevantes que contribuyen al entendimiento de cómo las estrategias de aprendizaje vivencial, como la simulación, la observación y la participación activa, mejoran el proceso educativo. Los resultados sugieren que estas estrategias no solo fortalecen la comprensión teórica de los estudiantes, sino que también promueven la aplicación práctica de conocimientos en contextos reales o simulados, favoreciendo la reflexión crítica y el aprendizaje significativo. En conclusión, el estudio destaca que integrar estrategias de aprendizaje vivencial puede mejorar la preparación de los futuros profesionales, facilitando su capacidad para enfrentar los retos del entorno laboral contemporáneo.

This study examines whether digital commerce deepening and digital financial use are associated with banking fragility through the household leverage channel. Using country-year data from Euromonitor International Passport for 16 economies over 2015-2025, the analysis links bank nonperforming loans to household debt, app-based mobile commerce, internet banking, smartphone possession, and government effectiveness. The empirical strategy applies dynamic two-way fixed effects models with country and year effects, clustered standard errors, Driscoll-Kraay sensitivity checks, restricted housing-stress controls, crisis-year exclusions, alternative winsorization, mechanism regressions, and placebo leads. The findings show strong persistence in banking fragility and a positive household-debt signal, although the effect is strongest in robust covariance and alternative winsorization specifications. App-based mobile commerce is negatively associated with nonperforming loans in the dynamic models, suggesting that digital commerce may capture formalization, payment efficiency, or digital maturity rather than mechanical overborrowing. Internet banking and the household-debt-by-government-effectiveness interaction are not robust predictors. Overall, digitalization does not mechanically amplify banking fragility; the more consistent channel is household leverage, moderated only weakly by institutional execution in the available panel.

El artículo presenta una propuesta metodológica para la operacionalización de variables en investigaciones cuantitativas, con énfasis en la construcción de instrumentos de medición válidos y confiables. Se empleó un enfoque aplicado que combinó revisión documental, análisis de casos y aplicación práctica en proyectos de investigación universitaria. Se identificaron errores frecuentes en la definición de variables y se plantearon criterios para establecer dimensiones, indicadores y escalas de medición. Asimismo, se desarrolló un procedimiento en cuatro etapas: definición conceptual, dimensionalización, construcción de ítems y validación. La aplicación de la propuesta permitió mejorar la coherencia interna de los instrumentos y optimizar los procesos de recolección de datos en estudios cuantitativos.

This study examines whether the accumulated stock of private credit provides early-warning information for subsequent deterioration in banking-sector asset quality. It combines annual Passport banking indicators with World Development Indicators for 58 countries over 2010–2024; the preferred sample contains 746 country-year observations. A second-order dynamic fixed-effects model links log(1 + NPL) to lagged private credit to GDP, real credit growth, lending rates, bank capital, GDP growth, inflation, and unemployment. Its preferred coefficient is 0.00377, implying that a 10-percentage-point increase in private credit to GDP is associated with approximately 0.15 percentage points more NPLs one year later at the sample median. On a strictly common 609-observation sample, the credit-depth coefficients at one-, two-, and three-year horizons are 0.00501, 0.00960, and 0.01266; a stacked country-clustered Wald test rejects equality, although these are horizon-specific predictive projections rather than cumulative causal effects. Lending rates and unemployment are positive, whereas annual credit growth and capital ratios are not robust predictors. Pooled interactions do not reject equal slopes across broad country partitions. System GMM passes conventional tests but violates a persistence-bound credibility check. The evidence therefore supports an early-warning interpretation, not a causal claim.