Investigating the Bank-Lending Channel in South Africa: A VAR Approach
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References listed on IDEAS
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- repec:eee:riibaf:v:45:y:2018:i:c:p:467-474 is not listed on IDEAS
More about this item
Keywordsmonetary transmission mechanism; bank-lending channel; VAR; VECM; Johansen cointegration test;
- 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
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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