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This paper aims to explore the credit markets' development of selected EU countries by selected economic variables.The article shows the common features of credit markets in selected EU countries. When comparing theresults of both methods, we can identify several similarities, but also some contradictory results. Main resultsshow that the EU credit markets' panel regression have some weaknesses due to non-existing cointegrationcausalities. The work is initially focused on data analysis of 25 EU member states. The analysis is selected on thebasis of the existence of cointegration causalities for using the method of least squares. The same panel data arethen analyzed by the GMM. The second method also allows the installation of a generalized regression modelconstructed from the data in a selected panel of 25 countries. The annual frequency data includes the data fromthe period 1998 to 2009

The credit market forming of selected European countries: Analysis using panel regression