Une analyse économétrique du comportement d’intermédiation financière des sociétés de crédit populaire : le cas des caisses populaires
Considering 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.
Volume (Year): 53 (1977)
Issue (Month): 3 (juillet)
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- 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.
- Ladenson, Mark L, 1971. "Pitfalls in Financial Model Building: Some Extensions," American Economic Review, American Economic Association, vol. 61(1), pages 179-86, March.
- 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.
- Parkin, M, 1970. "Discount House Portfolio and Debt Selection," Review of Economic Studies, Wiley Blackwell, vol. 37(4), pages 469-97, October.
- Clinton, Kevin, 1973. "Pitfalls in Financial Model Building: Comment," American Economic Review, American Economic Association, vol. 63(5), pages 1003-04, 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.
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