Narrow search
Showing 1 - 10 of 95
Cover Image
Monetary policy and household loan supply : volume and composition effects
Gyöngyösi, Győző; Ongena, Steven; Schindele, Ibolya - 2022
We study how monetary conditions change the supply by banks of mortgage credit to households. We exploit the widespread … presence of foreign currency mortgages in Hungary and study this country's comprehensive credit registry. Changes in monetary … conditions not only affect the supply of credit in volume, but also in its currency and risk composition. Hence, we establish a …
Persistent link: https://www.econbiz.de/10013041131
Cover Image
Borrower technology similarity and bank loan contracting
Gao, Mingze; Huang, Yunying; Ongena, Steven; Wu, Eliza - 2023 - This version: September 2023
Persistent link: https://www.econbiz.de/10014482870
Cover Image
The response of household debt to COVID-19 using a neural networks VAR in OECD
Mamatzakis, Emmanuel C.; Ongena, Steven; Tsionas, … - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 65-91
Persistent link: https://www.econbiz.de/10014329035
Cover Image
Why do households repay their debt in UK during the COVID-19 crisis?
Mamatzakis, Emmanuel C.; Tsionas, Efthymios G.; Ongena, … - In: Journal of economic studies 50 (2023) 8, pp. 1789-1823
Persistent link: https://www.econbiz.de/10014428636
Cover Image
The Response of Household Debt to COVID-19 Using a Neural Networks VAR in OECD
Mamatzakis, E. C.; Ongena, Steven; Tsionas, Mike - 2022
This paper investigates responses of household debt to COVID-19 related data like confirmed cases and confirmed deaths within a panel VAR framework for OECD countries. We also employ a plethora of non-pharmaceutical and pharmaceutical interventions as shocks. In terms of methodology, we opt for...
Persistent link: https://www.econbiz.de/10013292051
Cover Image
A Bayesian Policy Learning Model of COVID-19 Interventions and its Impact on Household Debt Repayments
Patel, Pankaj; Mamatzakis, E. C.; Ongena, Steven; … - 2022
The paper examines the impact of non-pharmaceutical interventions on the initial exponential growth of the infected population and the final exponential decay of the infected population. We employ a Bayesian dynamic model to test whether there is learning, a random walk pattern, or another type...
Persistent link: https://www.econbiz.de/10014030902
Cover Image
Why Do Households Repay Their Debt during COVID-19 Crisis? A Panel Var Using Neural Networks
Mamatzakis, E. C.; Ongena, Steven; Tsionas, Mike - 2022
In this paper, we investigate whether COVID-19 has had an impact on household finances, like household debt repayments. To do so, the paper employs a vector autoregressive (VAR) model that nests neural networks and uses Mixed Data Sampling (MIDAS) techniques. We use data information related to...
Persistent link: https://www.econbiz.de/10013299430
Cover Image
Bayesian Policy Learning Modeling of COVID-19 Interventions : the Impact on Household Debt Repayment in UK and Internationally
Mamatzakis, E. C.; Ongena, Steven; Tsionas, Mike - 2021
The rapid spread of COVID-19 across the globe primed a variety of non-pharmaceutical interventions (NPIs). Given these NPIs, whether the SIR parameters followed a Bayesian learning, a random walk pattern or other type of learning with evolving epidemiological data over time has implications for...
Persistent link: https://www.econbiz.de/10013218051
Cover Image
A Bayesian policy learning model of COVID-19 non-pharmaceutical interventions
Mamatzakis, Emmanuel C.; Ongena, Steven; Patel, Pankaj; … - In: Applied economics 56 (2024) 25, pp. 2990-3010
Persistent link: https://www.econbiz.de/10014526544
Cover Image
The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …
Persistent link: https://www.econbiz.de/10012064522