Une analyse économétrique du comportement d’intermédiation financière des sociétés de crédit populaire : le cas des caisses populaires
AbstractConsidering the Caisses populaires as a financial system, we propose an econometric model of its consolidated balance sheet built around the following four major blocks. The first one presents a dynamic sub-model of the Caisses' asset portfolio, which emphasizes their intermediation among assets on the basis of the latter interest rates. In a second block, these rates are endogenized with respect to the key variables of both the real and monetary sectors of the economy. On the liability side, the Caisses' deposit market is dealt with in a third block, namely a demand for deposits or flow equation and a supply of deposits or rate setting operation. Finally, adjustment equations for the balance sheet items not already considered, are grouped in a fourth block. The overall model is dynamized through the deposit equation.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Société Canadienne de Science Economique in its journal L'Actualité économique.
Volume (Year): 53 (1977)
Issue (Month): 3 (juillet)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ladenson, Mark L, 1971. "Pitfalls in Financial Model Building: Some Extensions," American Economic Review, American Economic Association, vol. 61(1), pages 179-86, March.
- Clinton, Kevin, 1973. "Pitfalls in Financial Model Building: Comment," American Economic Review, American Economic Association, vol. 63(5), pages 1003-04, December.
- J. F. Dingle & G. R. Sparks & M. A. Walker, 1972. "Monetary Policy and the Adjustment of Chartered Bank Assets," Canadian Journal of Economics, Canadian Economics Association, vol. 5(4), pages 494-514, November.
- Ladenson, Mark L, 1973. "Pitfalls in Financial Model Building: Reply and Some Further Extensions," American Economic Review, American Economic Association, vol. 63(5), pages 1005-08, December.
- Kevin Clinton, 1974. "The Demand for Liabilities of Trust and Mortgage Loan Companies," Canadian Journal of Economics, Canadian Economics Association, vol. 7(2), pages 191-204, May.
- Parkin, M, 1970. "Discount House Portfolio and Debt Selection," Review of Economic Studies, Wiley Blackwell, vol. 37(4), pages 469-97, October.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Bruce Shearer).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.