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Impact of monetary policy on the bank lending channel in old EMU and new EU countries: Evidence from period 1999-2012

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003527" target="_blank" >RIV/47813059:19520/15:#0003527 - isvavai.cz</a>

  • Alternative codes found

    RIV/47813059:19520/16:00010753

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Impact of monetary policy on the bank lending channel in old EMU and new EU countries: Evidence from period 1999-2012

  • Original language description

    The study focuses on the bank lending channel and transmission mechanism of monetary policy in EU countries. Following the previous empirical studies we also deploy the generalized method of moments (GMM) with pooled annual data. We examine the period from 1999 to 2012. We extend the current research on the transmission mechanism of monetary policy in the following ways: Firstly, we compare the differences between the old and new EU countries. Secondly, we examine the interaction terms between the bankcharacteristics and both monetary policy indicators. In particular we look at the impact of short-term interest rates and monetary aggregate M2 on bank behavior.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA13-03783S" target="_blank" >GA13-03783S: Banking Sector and Monetary Policy: Lessons from New EU Countries after Ten Years of Membership</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    PROCEEDINGS OF THE 15TH INTERNATIONAL CONFERENCE ON FINANCE AND BANKING

  • ISBN

    978-80-7510-186-0

  • ISSN

  • e-ISSN

  • Number of pages

    12

  • Pages from-to

    116-127

  • Publisher name

    Slezská univerzita v Opavě, Obchodně podnikatelská fakutla v Karviné

  • Place of publication

    Karviná

  • Event location

    Praha

  • Event date

    Oct 13, 2015

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article