Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis
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Cited by:
- Antonio Álvarez & Alejandro Fernández & Joaquín García-Cabo & Diana Posada, 2019.
"Liquidity Funding Shocks: the Role of Banks’ Funding Mix,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 167-190, June.
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- Leo de Haan & Jan Willem van den End & Philip Vermeulen, 2017.
"Lenders on the storm of wholesale funding shocks: saved by the central bank?,"
Applied Economics, Taylor & Francis Journals, vol. 49(46), pages 4679-4703, October.
- Leo de Haan & Jan Willem van den End & Philip Vermeulen, 2015. "Lenders on the storm of wholesale funding shocks: Saved by the central bank?," DNB Working Papers 456, Netherlands Central Bank, Research Department.
- de Haan, Leo & Vermeulen, Philip & van den End, Jan Willem, 2016. "Lenders on the storm of wholesale funding shocks: Saved by the central bank?," Working Paper Series 1884, European Central Bank.
- Bijsterbosch, Martin & Falagiarda, Matteo, 2015. "The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 93-115.
- Gregor, Jiří & Melecký, Martin, 2018.
"The pass-through of monetary policy rate to lending rates: The role of macro-financial factors,"
Economic Modelling, Elsevier, vol. 73(C), pages 71-88.
- Gregor, Jiri & Melecky, Martin, 2018. "The Pass-Through of Monetary Policy Rate to Lending Rates: The Role of Macro-financial Factors," MPRA Paper 84048, University Library of Munich, Germany.
- Amine Ben Amar, 2019. "The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model," Economics Bulletin, AccessEcon, vol. 39(4), pages 2317-2332.
- Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
- Lodge, David & Soudan, Michel, 2019. "Credit, financial conditions and the business cycle in China," Working Paper Series 2244, European Central Bank.
- Chirinos-Leañez, Ana María & Pagliacci, Carolina, 2018. "Credit Supply in Venezuela: A Non-Conventional Bank Lending Channel?," IDB Publications (Working Papers) 8256, Inter-American Development Bank.
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More about this item
Keywords
credit supply shocks; euro area; sign restrictions; TVP-VAR;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-12-13 (Banking)
- NEP-EEC-2014-12-13 (European Economics)
- NEP-MAC-2014-12-13 (Macroeconomics)
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