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Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio
14 references·5 citing·49 second hop
Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio (2005)Effects of Macroeconomic Shocks to the Qu…Stress-Testing Financial Systems: An Overview of Current Methodologies (2007)Stress-Testing Financial Syst…Monetary policy shocks in the euro area and global liquidity spillovers (2007)Monetary policy shocks in the…Macroeconomic conditions and banking performance in Hong Kong SAR: a panel data study (2005)Macroeconomic conditions and …A VAR Analysis of the Effects of Monetary Policy in East Asia (2005)A VAR Analysis of the Effects…Aggregate Loans to the Euro Area Private Sector (2003)Aggregate Loans to the Euro A…The monetary transmission mechanism in the euro area: more evidence from VAR analysis (2001)The monetary transmission mec…Exports, imports, and economic growth in Portugal: evidence from causality and cointegration analysis (2001)Exports, imports, and economi…Simple Forecasts of Bank Loan Quality in the Business Cycle (2000)Simple Forecasts of Bank Loan…Does Faster Loan Growth Lead to Higher Loan Losses (1999)Does Faster Loan Growth Lead …The transmission of interest rate changes and the role of bank balance sheets: A VAR-analysis for the Netherlands (1998)The transmission of interest …What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Macroeconomics and Reality (1980)Macroeconomics and RealityCorporate governance, gender diversity and risk-taking behaviour of banks in an emerging economy – some empirical evidence from Ghana (2022)Corporate governance, gender …Does corporate governance explain the quality of bank loan portfolios? (2020)Does corporate governance exp…The Susceptibility of Islamic Banks' Credit Risk towards Macroeconomic Variables (2014)The Susceptibility of Islamic…Monetary transmission and the financial sector in the Czech Republic (2011)Monetary transmission and the…Business Cycle Effects on Commercial Bank Loan Portfolio Performance in Developing Economies (2011)Business Cycle Effects on Com…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Inference in Linear Time Series Models with some Unit Roots (1990)Estimating long-run relationships from dynamic heterogeneous panels (1995)Innovation and productivity in SMEs: empirical evidence for Italy (2009)Asset‐based measurement of poverty (2010)On Analyzing the World Distribution of Income (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the mechanics of economic development (1988)Trade-led growth hypothesis: An empirical analysis of South Asian countries (2013)Linkage between international trade and economic growth in GCC countries: Empirical evidence from PMG estimation approach (2014)Comparative evidence on the value relevance of IFRS-based accounting information in Germany and the UK (2016)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)CREDIT AND MONETARY POLICY: AN AUSTRALIAN SVAR (2005)Identification of a loan supply function: A cross-country test for the existence of a bank lending channel (2008)Roles of the Islamic banks in the monetary transmission process in Malaysia (2010)The federal funds rate and the channels of monetary transmission (1989)Vector Autoregressions (2001)Large Bayesian vector auto regressions (2009)What are the effects of fiscal policy shocks? 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this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 2001The monetary transmission mechanism in the euro area: more evidence from VAR analysis365 cited
  • 2007Monetary policy shocks in the euro area and global liquidity spillovers289 cited
  • 2007Stress-Testing Financial Systems: An Overview of Current Methodologies225 cited
  • 1999Does Faster Loan Growth Lead to Higher Loan Losses189 cited
  • 2001Exports, imports, and economic growth in Portugal: evidence from causality and cointegration analysis176 cited
  • 1998The transmission of interest rate changes and the role of bank balance sheets: A VAR-analysis for the Netherlands95 cited
  • 2000Simple Forecasts of Bank Loan Quality in the Business Cycle72 cited
  • 2003Aggregate Loans to the Euro Area Private Sector68 cited
  • 2005A VAR Analysis of the Effects of Monetary Policy in East Asia56 cited
  • 2005Macroeconomic conditions and banking performance in Hong Kong SAR: a panel data study55 cited

Cited by

  • 2011Business Cycle Effects on Commercial Bank Loan Portfolio Performance in Developing Economies

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30 cited
  • 2022Corporate governance, gender diversity and risk-taking behaviour of banks in an emerging economy – some empirical evidence from Ghana23 cited
  • 2020Does corporate governance explain the quality of bank loan portfolios?21 cited
  • 2014The Susceptibility of Islamic Banks' Credit Risk towards Macroeconomic Variables18 cited
  • 2011Monetary transmission and the financial sector in the Czech Republic15 cited