1.

Record Nr.

UNINA9910463631403321

Autore

Nier Erlend

Titolo

Bank losses, monetary policy and financial stability : evidence on the interplay from panel data / / Erlend Nier and Lea Zicchino ; authorized for distribution by Karl Habermeier

Pubbl/distr/stampa

[Washington, District of Columbia] : , : International Monetary Fund, , 2008

©2008

ISBN

1-4623-0231-9

1-4527-6723-8

9786612841835

1-4518-7090-6

1-282-84183-1

Descrizione fisica

1 online resource (32 p.)

Collana

IMF Working Papers

IMF working paper ; ; WP/08/232

Altri autori (Persone)

ZicchinoLea

HabermeierKarl Friedrich

Disciplina

332.1

Soggetti

Bank failures - Econometric models

Monetary policy - Econometric models

Economic stabilization - Econometric models

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Contents; I. Introduction; II. Theory and Hypothesis Development; III. Empirical Method and Data; Tables; 1. Summary Statistics; 2. Average of Provision Ratio; IV. Benchmark Results; 3. Benchmark Equation-Determinants of Loan Growth; V. The Effect of Monetary Policy; 4. The Effect of Losses and Monetary Policy-Interactions; 5. The Effect of Capital and Monetary Policy-Interactions; 6. The Effect of Losses, Capital, and Monetary Policy-Interactions; VI. Financial Conditions: Crisis Versus Noncrisis Countries; 7. Determinants of Loan Growth: Crisis Versus Non-crisis Countries

8. Monetary Policy and Banking Crises VII. Robustness Checks; A. Bank-fixed Effects; 9. Monetary Policy and Banking Crises-Interactions; 10.



The Effect of Losses and Monetary Policy-Fixed Effects; B. Endogeneity of Bank-specific Characteristics; VIII. Conclusions; 11. The Effect of Losses and Monetary Policy-Robustness to Endogeneity (Fixed Effects Estimate); 12. Description of Variables and Data Sources; 13. Summary Statistics: Monetary Policy and Banking Crisis Countries; 14. Summary Statistics: Monetary Policy and Banking Crisis Episodes; Appendix; References

Sommario/riassunto

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries.