scholarly journals Peran Pinjaman Bank Terhadap Sektor Riil (Pendekatan Vector Autoregressive)

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.

Author(s):  
Zafer Adalı ◽  
Bilgin Bari

<p><em>The main purpose of this study is to evaluate whether the bank lending channel exist or not. Within this context, quarterly data of for the periods between 2002q1 and 2016q4 was taken into the consideration. Additionally, VAR model was used to reach the objective. According to the result of impulse response function, it was reached that</em><em> producer price index, real exchange rate and policy rate are effective determinants. Additionally, banks balance sheet has important and positive influence on total credits but industrial production index is regarded as partially effective. While considering this result, it was also found that both bank balance and macroeconomic variables used in this study is the main determinants of bank total credit.</em></p>


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

2020 ◽  
Vol 115 ◽  
pp. 162-179 ◽  
Author(s):  
Gabriel Jiménez ◽  
Atif Mian ◽  
José-Luis Peydró ◽  
Jesús Saurina

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