This paper uses fractional integration and cointegration methods to analyse the determinants of the amount of loans … gross investment as determinants of loans to NFCs. The forecasting accuracy of the FCVAR was also assessed by comparing it …

. Long-term interest rates have been exceptionally high and long-term loans and deposits exceptionally low since the Lehman … collapse. Instead, short-term interest rates and short-term loans and deposits did not show abnormal dynamics in the course of …

. Long-term interest rates have been exceptionally high and long-term loans and deposits exceptionally low since the Lehman … collapse. Instead, short-term interest rates and short-term loans and deposits did not show abnormal dynamics in the course of …

. Long-term interest rates have been exceptionally high and long-term loans and deposits exceptionally low since the Lehman … collapse. Instead, short-term interest rates and short-term loans and deposits did not show abnormal dynamics in the course of …

. Long-term interest rates have been exceptionally high and long-term loans and deposits exceptionally low since the Lehman … collapse. Instead, short-term interest rates and short-term loans and deposits did not show abnormal dynamics in the course of …

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 …

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 …

We model the determinants of loans to non-financial corporations in the euro area. Using the Johansen (1992 … loans to non-financial corporations in the euro area can be reasonably explained by the model. We then use the estimated …

corporations. -- Bank credit ; euro area ; non-financial corporations ; cointegration ; error-correction model …We model the determinants of loans to non-financial corporations in the euro area. Using the Johansen (1992 … loans to non-financial corporations in the euro area can be reasonably explained by the model. We then use the estimated …