The Bank Lending Channel of Monetary Transmission in Brazil: A VECM Approach
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- de Mello, Luiz & Pisu, Mauro, 2010. "The bank lending channel of monetary transmission in Brazil: A VECM approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(1), pages 50-60, February.
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More about this item
Keywordsbank lending channel; canal du crédit bancaire; modèle à correction d’erreur; monetary transmission mechanism; mécanisme de transmission monétaire; vector error-correction model;
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-28 (All new papers)
- NEP-CBA-2009-07-28 (Central Banking)
- NEP-MAC-2009-07-28 (Macroeconomics)
- NEP-MON-2009-07-28 (Monetary Economics)
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