Aggregate uncertainty and the supply of credit /
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Author / Creator: | Valencia, Fabian, author. |
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Imprint: | [Washington, D.C.] : International Monetary Fund, ©2013. |
Description: | 1 online resource (26 pages) |
Language: | English |
Series: | IMF working paper ; WP/13/241 IMF working paper ; WP/13/241. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12502250 |
Table of Contents:
- Cover; Contents; I: Introduction; List of Figures; 1 Loan Growth and Uncertainty; II: Theoretical Framework; 2 Marginal Value of Bank Capital and Optimal Lending Function; III: Empirical Analysis; List of Tables; 1 Summary Statistics; 2 Regression Results; 3 Bank Capitalization and Bank Size; 3 Subsamples and Year Fixed Effects; 4 Alternative Measures of Uncertainty; 4 Fraction of C & I loans under commitment; 5 Loan type and bank size; 6 Bank Capital and Lending Channels of Monetary Policy; IV: Conclusions; References; Appendices; I: Numerical Solution Method; 7 Parameter Values.