On the link between credit procyclicality and bank competition
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Other versions of this item:
- Vincent Bouvatier & Antonia Lopez-Villavicencio & Valérie Mignon, 2010. "On the Link Between Credit Procyclicality and Bank Competition," Working Papers 2010-25, CEPII research center.
References listed on IDEAS
- Katrin Assenmacher-Wesche & Stefan Gerlach, 2008.
"Financial Structure and the Impact of Monetary Policy on Asset Prices,"
2008-16, Swiss National Bank.
- Gerlach, Stefan & Assenmacher-Wesche, Katrin, 2008. "Financial structure and the impact of monetary policy on asset prices," CFS Working Paper Series 2008/30, Center for Financial Studies (CFS).
- Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003.
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More about this item
KeywordsCredit cycle; economic cycle; bank competition; financial stability; panel VAR.;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2011-02-05 (Banking)
- NEP-CBA-2011-02-05 (Central Banking)
- NEP-COM-2011-02-05 (Industrial Competition)
- NEP-MIC-2011-02-05 (Microeconomics)
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