This paper uses a data-set including time series data on macroeconomic variables, loans, deposits and interest rates … studies while we uncover new facts on disaggregated loans and deposits. During the crisis the cyclical behavior of short term … interest rates, loans and deposits remain stable but we identify unusual dynamics of longer term loans, deposits and longer …

combined with strong growth of credit to asset markets, in asset prices and in credit relative to output are all indicators of … the Great Moderation credit growth is driven more by past credit growth and less by output growth (Allen and Gale, 2000 … the hypothesis. This invites a reinterpretation of the Great Moderation. Our methodology may help understand when a credit …

This paper estimates a dynamic empirical model for Japan’s business fixed investment. A multivariate cointegration …

instance of long run Granger non-causality, (ii) cointegration is a special case of long run Granger non-causality along a …

Purpose–Since the reform and opening-up policy, the long-term problem of loans became more and more serious when China …-term problem of loans and the relationship between it and economic growth. Design/methodology/approach–Using panel data for 28 … provinces and cities of China during 1994-2005, this paper investigates the determinants on the maturity of bank credit using …