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A Short-Term Disequilibrium Model with Dynamic Spill-Over Effects, for Business Loans

Author

Listed:
  • Dagenais, M.G.

Abstract

Nous Introduisons des Effets de Debordement Dynamiques de la Demande Insatisfaite, Dans un Modele de Desequilibre du Marche des Prets Commerciaux aux Etats-Unis. Nos Observations Sont Mensuelles. les Resultats de Notre Etude Suggerent Que, Sur une Base Mensuelle, le Marche des Prets Bancaires aux Entreprises Se Comporte Bien Comme un Marche En Desequilibre. de Plus, Lorsqu'il Y a Demande Excedentaire, Environ un Tiers de la Demande Insatisfaite Est Reportee au Mois Suivant. la Premiere Partie du Rapport Decrit Egalement les Procedures Utilisees Pour Estimer les Parametres du Modele.

Suggested Citation

  • Dagenais, M.G., 1984. "A Short-Term Disequilibrium Model with Dynamic Spill-Over Effects, for Business Loans," Cahiers de recherche 8436, Universite de Montreal, Departement de sciences economiques.
    • Handle: RePEc:mtl:montde:8436
    as

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