Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data
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Cited by:
- Maria Teresa VALDERRAMA & Sylvia KAUFMANN, 2010. "Modeling Credit Aggregates," EcoMod2004 330600146, EcoMod.
- Werner Hölzl & Sögner Leopold, 2004. "Entry and Exit Dynamics in Austrian Manufacturing," Working Papers geewp36, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
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More about this item
Keywords
Bank lending; clustering; forecasting; Markov switching; Markov chain Monte Carlo; panel data.;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
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