Results 201 to 210 of about 1,860 (237)

Funding Structure, Procyclicality and Lending: Evidence from GCC Banks [PDF]

Review of Middle East Economics and Finance, 2013
The paper examines whether banks’ funding structure amplifies procyclicality. Using data for GCC banks for the period 1996-2009, the evidence suggests that banks with higher wholesale dependence cut back lending by a greater amount.
Saibal Ghosh
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Optimal Procyclical Fiscal Policy Without Procyclical Government Spending

SSRN Electronic Journal, 2010
Procyclical fiscal policy can be caused by either procyclical government expenditure, countercyclical taxes or both. The majority of models which try to explain procyclical fiscal policy as the result of optimal policy have procyclical government expenditures. This paper develops a model which optimally generates procyclical fiscal policy while keeping
openaire   +1 more source

Competition and credit procyclicality in European banking

Journal of Banking & Finance, 2017
This paper empirically assesses the effects of competition in the financial sector on credit procyclicality by estimating both an interacted panel VAR (IPVAR) model using macroeconomic data and a single-equation model with bank-level European banking data.
Leroy, Aurelien, Lucotte, Yannick
openaire   +1 more source

Procyclicality of Regulatory Ratios? [PDF]

, 2002
Abstract The question of the procyclicality has several aspects. One concerns the timing of any tightening of capital rules-usually after a crisis when bank lending is in any case being curtailed. A second possible element is a supposed regulatory bias in favor of short-term lending, rather than long-term lending-which means that ...
openaire   +1 more source

Procyclical Skill Retooling and Equilibrium Search

Review of Economic Dynamics, 2002
We argue that more workers choose to switch occupations in booms than in recessions. That is, skill retooling is procyclical. This view is consistent with the Lucas-Prescott equilibrium search model modified with aggregate shocks and unemployment insurance. Empirical support is found in a unique Canadian administrative data set that measures the annual
Ian King, Arthur Sweetman
openaire   +4 more sources

Banks' Optimal Rating Systems and Procyclicality

Communications to SIMAI Congress, 2007
The introduction of Basel II has rised concerns about the possible impact of risk-sensitive capital requirement on the business cycle. Several approaches have been proposed to deal with the procyclicality issue: a general equilibrium model is an appropriate framework for a comprehensive analysis of different proposals since it allows to account for ...
PEDERZOLI, CHIARA, Torricelli, C.
openaire   +2 more sources

A Specious Solution to the "Problem" of Procyclical Productivity

Journal of Political Economy, 1985
When output recovers from its recession low, aggregate measures of labor productivity move procyclically. This apparent contradiction to diminishing returns to labor has been explained by Lucas (1970); Ireland, Briscoe, and Smyth (1973); Solow (1973); and Sargent and Wallace (1974).
openaire   +1 more source

Procyclicality of loan-loss provisions and competitive environment – a global perspective

International Journal of Emerging Markets, 2023
Małgorzata Olszak, Iwona Kowalska
exaly  

Export Diversification and Fiscal Procyclicality

Emerging Markets Finance and Trade, 2021
Ting Ji
exaly  

"Procyclical Behavior of Banks"

2009
Rad istražuje ponašanje banaka u razdoblju ekonomske ekspanzije i recesije, s posebnim osvrtom na stanje prije i tijekom globalne krize koja je započela 2007. godine. Naglašavajući da je prociklična sklonosti riziku prirodno obilježje ponašanja banaka, rad ističe razloge zbog kojih su banke sklone snažnoj kreditnoj ekspanziji u uvjetima uzlaznog faze ...
Ivanov, Marijana, Mijatović, Eva
openaire