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Loan supply, credit markets and the euro area financial crisis

Author

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  • Altavilla, Carlo
  • Darracq Pariès, Matthieu
  • Nicoletti, Giulio

Abstract

We use bank-level information on lending practices from the euro area Bank Lending Survey to construct a new indicator of loans JEL Classification: E51, E44, C32

Suggested Citation

  • Altavilla, Carlo & Darracq Pariès, Matthieu & Nicoletti, Giulio, 2015. "Loan supply, credit markets and the euro area financial crisis," Working Paper Series 1861, European Central Bank.
  • Handle: RePEc:ecb:ecbwps:20151861
    Note: 2279334
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    References listed on IDEAS

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    More about this item

    Keywords

    Bank Lending Survey; credit supply; External Instruments; Lending standards;
    All these keywords.

    JEL classification:

    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • 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

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