Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics
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Cited by:
- Wahrenburg, Mark & Kaffenberger, Bijan, 2015. "Fragmentation in the european retail deposit market and implications for loan availability in european member states," SAFE White Paper Series 31, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe.
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"Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy–The Case Of Ireland,"
The Economic and Social Review,
Economic and Social Studies, vol. 42(4), pages 455-477.
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- Kelly, Robert & McQuinn, Kieran & Stuart, Rebecca, 2013. "Exploring the steady-state relationship between credit and GDP for a small open economy: the case of Ireland," Working Paper Series 1531, European Central Bank.
- Buncic, Daniel & Melecky, Martin, 2014.
"Equilibrium credit: The reference point for macroprudential supervisors,"
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Keywords
Bank lending to the private sector; transition economies; credit dynamics; Markovswitching error correction model;JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
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