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Loan supply shocks in Macedonia : a Bayesian SVAR approach with sign restrictions

Kabashi, Rilind; Suleva, Katerina - Narodna Banka na Republika Makedonija - 2016

This paper analyses the effects of loan supply, as well as aggregate demand, aggregate supply and monetary policy shocks between 1998 and 2014 in Macedonia using a structural Vector Auto Regression with sign restrictions and Bayesian estimation. The main results indicate that loan supply shocks...

Persistent link: https://www.econbiz.de/10011623896

Loan supply shocks in Macedonia : a Bayesian SVAR approach with sign restrictions

Kabashi, Rilind; Suleva, Katerina - In: Croatian economic survey 18 (2016) 1, pp. 5-33

Persistent link: https://www.econbiz.de/10011720012

Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment based on Matching Impulse Responses

Hülsewig, Oliver; Mayer, Eric; Wollmershäuser, Timo - 2004

This paper addresses the credit channel in Germany by using aggregate data. We present a stylized model of the banking …. Evidence in support of the credit channel can be reported. …

Persistent link: https://www.econbiz.de/10010296531

Bank loan supply and monetary policy transmission in Germany: An assessment based on matching impulse responses

Huelsewig, Oliver; Mayer, Eric; Wollmershäuser, Timo - 2005

This paper addresses the credit channel in Germany by using aggregate data. We present a stylized model of the banking …. Evidence in support of the credit channel can be reported. …

Persistent link: https://www.econbiz.de/10010276159

The impacts of credit standards on aggregate fluctuations in a small open economy : the role of monetary policy

Le, Hai - In: Economies : open access journal 9 (2021) 4, pp. 1-26

Empirical evidence demonstrates that credit standards, including lending margins and collateral requirements, move in a … countercyclical movement in credit standards. Our analysis demonstrates that countercyclical fluctuations in credit standards work as … an amplifier of shocks to the economy. In particular, the existence of endogenous credit standards increases output …

Persistent link: https://www.econbiz.de/10012800343

Unconventional monetary policy and bank risk-taking in the euro area

Schmidt, Jörg - 2018

month ahead expected credit standards for several non-financial private sector categories to risk of the macroeconomic … environment banks operate in to reflect whether credit standards react disproportionately to changes in the monetary policy stance … caused by disproportionately strong (weak) reactions in credit standards compared to the overall macroeconomic risk …

Persistent link: https://www.econbiz.de/10011881716