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Showing 1 to 12 of 12 for “"credit channel"”.
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Essays in Applied Monetary and Financial Economics
… policy in a) the real economy and b) the credit channel of monetary policy transmission. However, this methodology, in particular, the factor-augmented vector autoregression, is very flexible. It can be used to analyze dynamic systems, allowing researchers to analyze micro-markets and …
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Bank lending and monetary policy transmission in Germany
This study investigates the credit channel in the transmission of monetary policy in Germany by means of a structural analysis of aggregate bank loan data. We base our analysis on a stylized model of the banking firm, which specifies the loan supply decisions of banks in the light of expectations …
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Essays on the Monetary Policy Transmission Mechanism
… mechanism in four chapters. The first chapter, Credit Constraints in a New Keynesian Framework: A Simple Theoretical Analysis, studies how financial frictions alter equilibrium outcomes. I show that collateral borrowing constraints have general equilibrium effects that operate via four channels; …
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Analisis pengaruh dana pihak ketiga (DPK), CAR, ROA, NPL dan suku bunga SBI terhadap penyaluan kredit: Studi pada bank umum yang terdaftar di BEI tahun 2009-2013
… yang disyaratkan oleh Bank Indonesia. ENGLISH: Credit channel is one of primary bank activities to obtain the profit, but it also one of the biggest risk. The objective of this research is to know both simultaneous and partial significance effect of third party fund, CAR, ROA, NPL, and SBI Rate …
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Structural changes and financial frictions in the monetary transmission mechanism : GMM, VAR and Bayesian DSGE approaches
… it investigates the MTM and the dynamics of the channels before and after the GFC. Third, it explores the role of credit supply shocks and addresses if the issue of credit supply shocks has a plausible macroeconomic effects in the UK economy. Fourth, it addresses the issue of structural changes …
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The impact of remittances on the monetary transmission mechanism in low-income countries
… affects the different monetary transmission channels in remittance-receiving economies and what other factors influence remittances in altering their effects on monetary transmission mechanisms. The first two studies were undertaken using a panel of 51 remittance-receiving countries, while …
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Portofolio behaviour of scheduled banks of Pakistan
… transmission mechanism through the banking credit channel. This study in chapter three provides the background for the two portfolio chapters where particular emphasis has given to the mean-variance form of expected utility and safety first Principle. Both static and dynamic versions of …
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An Investigation of the Macroeconomic and Monetary Effects of Dollarization in Eritrea
… To examine the effectiveness of the channels of the monetary policy, Vector Autoregressive (VAR), Structural Autoregressive (SVAR) and Toda and Yamamoto (TY) models have been used. The results suggest that there is an effective exchange rate channel through the black market, an …
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Essays on monetary policy: macro and firm-level evidence from Malaysia, a small open economy
… The focal point concerns the two main channels of monetary<br/>policy transmission mechanism, namely the interest rate and broad credit channels in<br/>affecting firms’ investment spending. Specifically, the interest rates channel is measured<br/>through the firm user cost of capital, …
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Essays in corporate finance
… other factors. For example, in the absence of a credit contraction, the maturity composition of long-term debt has no effect on investment. Moreover, long-term debt maturity composition had no impact on investment during the crisis for firms for which long-term debt was not a major source of …
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Essays on Financial Crises in Emerging Markets: Role of Capital Inflow, Financial Intermediaries and the Dynamics of Contagion
… examining the role of capital inflow in the credit channel. Episodes of credit boom, fueled by capital inflow, can signal excessive liquidity formation, moral hazard and increased risk taking in an economy. One way to test for this is to find episodes when the relationship between capital …
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Asset Prices, Banking and Economic Activity
… and amplify technology shocks through the credit channel by changing the supply of loanable funds, or changing the supply of deposits, or both. Using a modified version of the Kiyotaki-Moore credit cycles model with concave utility and decreasing returns to scale production function, the …