Arbeitspapier
Bank-lending standards, loan growth and the business cycle in the Euro area
We study the relationship between bank lending standards, loan growth and the business cycle in the euro area and the US within a vector error correciton model using Bayesian estimation methods. To deal with the short data series available for the euro area, we exploit information from the estimated US system to improve the estimation of the euro area system. We find that tighter bank lending standards are associated with lower loan growth as well as lower output growth in both areas. Differences in reactions appear in the strength and the persistence of responses.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Papers in Economics and Statistics ; No. 2013-34
- Klassifikation
-
Wirtschaft
Money and Interest Rates: General
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
- Thema
-
Bank Lending Standards
Bayesian Cointegration Analysis
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kaufmann, Sylvia
Scharler, Johann
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Innsbruck, Research Platform Empirical and Experimental Economics (eeecon)
- (wo)
-
Innsbruck
- (wann)
-
2013
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Kaufmann, Sylvia
- Scharler, Johann
- University of Innsbruck, Research Platform Empirical and Experimental Economics (eeecon)
Entstanden
- 2013
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