monitor liquidity risk exposure. The findings provide insights into reviewing bank credit policies and prudential guidelines. …The availability of bank loans is a vital component in determining the investment and spending patterns that influence … banking industry during dollarization. The study employed panel threshold regression models developed by Seo et al. (2019) and …

variables and the macroeconomy by estimating a panel Bayesian VAR model for twelve euro area countries. The model is estimated … change in NPL ratios tends to depress bank lending volumes, widens bank lending spreads and leads to a fall in real GDP …

macroeconomy by estimating a panel Bayesian VAR model for twelve euro area countries. The main findings are as follows: i) An … impulse response analysis shows that an exogenous increase in the change in NPL ratios tends to depress bank lending volumes …, widens bank lending spreads and leads to a fall in real GDP growth and residential real estate prices; ii) A forecast error …