Bank Lending, Monetary Policy Transmission, and Interest on Excess Reserves: A FAVAR Analysis
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- Chetan Dave & Scott J. Dressler & Lei Zhang, 2020. "Bank Lending, Monetary Policy Transmission, and Interest on Excess Reserves: a FAVAR Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series 44, Villanova School of Business Department of Economics and Statistics.
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More about this item
Keywords
Bank Lending Channel; FAVAR; IOER; Monetary Policy;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2020-06-15 (Banking)
- NEP-CBA-2020-06-15 (Central Banking)
- NEP-MAC-2020-06-15 (Macroeconomics)
- NEP-MON-2020-06-15 (Monetary Economics)
- NEP-ORE-2020-06-15 (Operations Research)
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