不确定性与商业贷款需求:对欧元区选定国家的研究

IF 0.9 4区经济学 Q3 ECONOMICS

Panoeconomicus Pub Date : 2022-01-01 DOI:10.2298/pan180725013d

Silvo Dajčman

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引用次数: 0

摘要

本文研究了不确定性冲击对单个欧元区国家商业贷款需求的影响。贝叶斯向量自回归(VAR)模型脉冲响应函数的结果表明，在一些国家，企业贷款的总需求，特别是用于固定投资融资的企业贷款需求，对冲击的响应显著为负。

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Uncertainty and demand for business loans: A study of selected countries in the euro area

This paper studies the effect of uncertainty shocks on the demand for business loans in individual euro area countries. The results of Bayesian vector autoregression (VAR) model impulse response functions show that in some countries the overall demand for business loans, and particularly the demand for business loans for fixed-investment financing, respond significantly negatively to the shock.

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来源期刊

Panoeconomicus ECONOMICS-

CiteScore

1.80

自引率

10.00%

发文量

审稿时长

40 weeks