Replication data for: Financial Cycles and Credit Growth across Countries
Principal Investigator(s): View help for Principal Investigator(s) Nuno Coimbra; Hélène Rey
Version: View help for Version V1
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| Clean_Codes | 10/13/2019 01:02:AM | ||
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Project Citation:
Coimbra, Nuno, and Rey, Hélène. Replication data for: Financial Cycles and Credit Growth across Countries. Nashville, TN: American Economic Association [publisher], 2018. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-10-13. https://doi.org/10.3886/E114460V1
Project Description
Summary:
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In Coimbra and Rey (2017) we develop a dynamic macroeconomic model with heterogeneous financial intermediaries and endogenous entry. It features time-varying endogenous macroeconomic risk that arises from the risk-shifting behavior of financial intermediaries. We test empirically in a broad panel of countries the implication that credit creation is more elastic to funding costs when the distribution of leverage in the banking system is more positively skewed.
Scope of Project
JEL Classification:
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E32 Business Fluctuations; Cycles
E44 Financial Markets and the Macroeconomy
G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages
E32 Business Fluctuations; Cycles
E44 Financial Markets and the Macroeconomy
G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages
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