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Asymmetries in bank lending behaviour : Austria during the 1990s

Kaufmann, Sylvia - 2002

Persistent link: https://www.econbiz.de/10001649528

Working Paper 85

Fruehwirth-Schnatter, Sylvia; Kaufmann, Sylvia - Oesterreichische Nationalbank - 2003

In the present paper we use a balanced bank panel data set to obtain an inference on two dimensions of the asymmetric response of bank lending to interest rate changes. The cross-sectional dimension is captured by group-specific parameters whereby each bankâ€™s group membership is estimated...

Persistent link: https://www.econbiz.de/10010727871

Investigating asymmetries in the bank lending channel. An analysis using Austrian banks' balance sheet data

Fruehwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2003

In the present paper we use a balanced bank panel data set to obtain an inference on two dimensions of the asymmetric response of bank lending to interest rate changes. The cross-sectional dimension is captured by group-specific parameters whereby each bank's group membership is estimated along...

Persistent link: https://www.econbiz.de/10013370002

Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data.

Fruehwirth-Schnatter, Sylvia; Kaufmann, Sylvia - Oesterreichische Nationalbank - 2003

In the present paper we use a balanced bank panel data set to obtain an inference on two dimensions of the asymmetric response of bank lending to interest rate changes. The cross-sectional dimension is captured by group-specific parameters whereby each bank’s group membership is estimated...

Persistent link: https://www.econbiz.de/10005627569

Asymmetrische Transmission der Geldpolitik über den Kreditvergabekanal : eine Analyse anhand österreichischer Bankbilanzen

Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Berichte und Studien / Österreichische Nationalbank (2001) 3/4, pp. 172-193

Persistent link: https://www.econbiz.de/10001650082

Asymmetric transmission of monetary policy through bank lending : evidence from Austrian bank balance sheet data

Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Focus on Austria (2001) 3/4, pp. 116-136

Persistent link: https://www.econbiz.de/10001698797

Asymmetries in bank lending behaviour : Austria during the 1990s

Kaufmann, Sylvia - 2001

Persistent link: https://www.econbiz.de/10001637016

Investigating asymmetries in the bank lending channel : an analysis using Austrian banks' balance sheet data

Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2003

Persistent link: https://www.econbiz.de/10001794402

The cross-sectional and the time dimension of the bank-lending channel: the Austrian case

Kaufmann, Sylvia - In: Monetary policy transmission in the euro area : a study …, (pp. 347-358). 2003

Persistent link: https://www.econbiz.de/10001872468

Modeling credit aggregates

Kaufmann, Sylvia; Valderrama, María Teresa - 2004

Persistent link: https://www.econbiz.de/10002349798

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