scholarly journals Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy

Author(s):  
Margherita Bottero ◽  
Simone Lenzu ◽  
Filippo Mezzanotti
2019 ◽  
Vol 74 (1) ◽  
pp. 55-90 ◽  
Author(s):  
BERNARDO MORAIS ◽  
JOSÉ‐LUIS PEYDRÓ ◽  
JESSICA ROLDÁN‐PEÑA ◽  
CLAUDIA RUIZ‐ORTEGA

2016 ◽  
Vol 29 (10) ◽  
pp. 2737-2773 ◽  
Author(s):  
Federico Cingano ◽  
Francesco Manaresi ◽  
Enrico Sette

2019 ◽  
Vol 37 (73) ◽  
Author(s):  
Adonias Evaristo da Costa Filho

This paper studies the role of credit supply shocks in Brazil, throughBayesian Vector Autoregressions (BVARs) with sign restrictions. It isfound that credit supply shocks, either standalone or associated withthe bank lending channel of monetary policy, lead to relatively mildeects on output growth. Despite the credit deepening observed inthe last decade, credit shocks were not prominent drivers of businesscycles in Brazil.


2012 ◽  
Vol 4 (1) ◽  
Author(s):  
Aula Ahmad Hafidh

This paper examines how bank lending channel could affected the real sector. The result shows that bank lending have positive influence in the Indonesia real sector. Using Vector Autoregressive (VAR), bank lending affect real sector with time lag. In this paper, real sector divided into two block, household and firm. Household faster to react in increasing bank lending by consumption rise.


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