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Credit demand asymmetry in the Netherlands 1983-1997

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  • Jan Jacobs
  • Jan Kakes

Abstract

Het Paper bevat een empirische analyse van de kredietvraag in Nederland, waarbij wordt onderzocht in hoeverre de kredietverlening asymmetrisch reageert op renteveranderingen. Er worden twee vormen van asymmetrie onderzocht: (1) verschillen tussen perioden van rentestijging en rentedaling, en (2) verschillen over de conjunctuur (recessie versus expansie).

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File URL: http://www.dnb.nl/binaries/ms2000-11_tcm46-147299.pdf
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Bibliographic Info

Paper provided by Netherlands Central Bank, Monetary and Economic Policy Department in its series MEB Series (discontinued) with number 2000-11.

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Date of creation: Sep 2000
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Handle: RePEc:dnb:mebser:2000-11

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Web page: http://www.dnb.nl/en/
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  15. Karras, Georgios, 1996. "Why are the effects of money-supply shocks asymmetric? Convex aggregate supply or "pushing on a string"?," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 605-619.
  16. Steven Fazzari & R. Glenn Hubbard & Bruce C. Petersen, 1987. "Financing Constraints and Corporate Investment," NBER Working Papers 2387, National Bureau of Economic Research, Inc.
  17. Hansen, B.E., 1991. "Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis," RCER Working Papers 296, University of Rochester - Center for Economic Research (RCER).
  18. Bruce E. Hansen, 2000. "Sample Splitting and Threshold Estimation," Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.
  19. Garretsen, Harry & Swank, Job, 1998. "The Transmission of Interest Rate Changes and the Role of Bank Balance Sheets: A VAR-Analysis for the Netherlands," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 325-339, April.
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  21. Karras, Georgios, 1996. "Are the Output Effects of Monetary Policy Asymmetric? Evidence from a Sample of European Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(2), pages 267-78, May.
  22. Galbraith, John W, 1996. "Credit Rationing and Threshold Effects in the Relation between Money and Output," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 419-29, July-Aug..
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