Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador
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DOI: 10.1016/j.jbankfin.2018.09.023
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- Francesco Grigoli & Mario Mansilla & Martín Saldías, 2016. "Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections; An Application to Ecuador," IMF Working Papers 2016/236, International Monetary Fund.
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Cited by:
- Lahura, Erick & Espino, Freddy, 2019.
"Cartera morosa en moneda extranjera y tipo de cambio real: Evidencia para el Perú, 2003-2018,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 37, pages 31-48.
- Lahura, Erick & Espino, Freddy, 2019. "Cartera morosa en moneda extranjera y tipo de cambio real: Evidencia para el Perú, 2003-2018," Working Papers 2019-009, Banco Central de Reserva del Perú.
- Chuluunbayar, Delgerjargal, 2020. "Macroeconomic determinants of non-performing loans in Mongolia: the influence of currency mismatch and bank size," MPRA Paper 101843, University Library of Munich, Germany.
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More about this item
Keywords
Banks; Cross-sectional dependence; Ecuador; Heterogeneity; Macro-financial linkages; Non-performing loans;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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