Modelling banks' lending behaviour in a capital-regulated framework

DOI10.1111/J.1467-999X.2011.04147.XMaRDI QIDQ2895994zbMATH OpenFDO

Authors Stelios Karagiannis, Yannis Panagopoulos, Aristotelis Spiliotis

Publication date 13 July 2012

Published in Metroeconomica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-999X.2011.04147.X

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; risk measures (91G70)

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Cites work

• A POST‐KEYNESIAN AMENDMENT TO THE NEW CONSENSUS ON MONETARY POLICY
• Estimating long-run relationships from dynamic heterogeneous panels
• Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
• Specification Tests in Econometrics
• Testing for unit roots in heterogeneous panels.
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Unit root tests in panel data: asymptotic and finite-sample properties

Cited in

(8)

• Stability in a model of interbank lending
• Dynamics of loans in the Polish banking system
• Capital Buffers in a Quantitative Model of Banking Industry Dynamics
• COMPETING VIEWS OF THE MONEY SUPPLY PROCESS: THEORY AND EVIDENCE
• scientific article; zbMATH DE number 7598167 (Why is no real title available?)
• Financial Regulation in a Quantitative Model of the Modern Banking System
• An agent-based model for the assessment of LTV caps
• scientific article; zbMATH DE number 7059410 (Why is no real title available?)

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