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Financial sector and macroeconomics links in MEAM

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  • Skufi, Lorena

Abstract

This paper describes the links between financial sector and macroeconomic conditions into MEAM macro model. The focus is on banking lending rate, in terms of macroeconomic indicators impact, such as the probability of default of private sector and economic developments. Through this material we try to enrich MEAM macro model with financial indicators.

Suggested Citation

  • Skufi, Lorena, 2020. "Financial sector and macroeconomics links in MEAM," MPRA Paper 120481, University Library of Munich, Germany, revised 2020.
    • Handle: RePEc:pra:mprapa:120481
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    File URL: https://mpra.ub.uni-muenchen.de/120481/1/MPRA_paper_120481.pdf
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    References listed on IDEAS

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    More about this item

    Keywords

    financial sector; default probability; macromodel; Albania;
    All these keywords.

    JEL classification:

    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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