Bank Lending Determinants of EU Countries: A Bayesian model averaging evidence

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F15%3A43907375" target="_blank" >RIV/62156489:43110/15:43907375 - isvavai.cz</a>
Result on the web
<a href="http://mme2015.zcu.cz/downloads/MME_2015_proceedings.pdf" target="_blank" >http://mme2015.zcu.cz/downloads/MME_2015_proceedings.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Bank Lending Determinants of EU Countries: A Bayesian model averaging evidence
Original language description
The main objective of the paper is to identify the link between the European bank lending activities, lending standards, macroeconomic shocks and banking controls. The microeconomic data are provided by the Bankscope database, macroeconomic shocks are drawn from Eurostat and World Bank on-line databases. Our crosssectional regression models consist up to 63 regressors which is too large to allow for direct estimation of each potential model, therefore we apply the Markov Chain Monte Carlo algorithm. Theresults confirm the significant impact of banking controls and market liquidity identified by total amount of central banks' assets. Surprisingly, there is no evidence of economic activity impact on lending behaviour.
Czech name
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Czech description
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Project
<a href="/en/project/GA14-28848S" target="_blank" >GA14-28848S: Financial Crisis, Depreciation and Credit Crunch in CEECs</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Mathematical Methods in Economics 2015: Conference Proceedings
ISBN
978-80-261-0539-8
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
337-342
Publisher name
Západočeská univerzita
Place of publication
Plzeň
Event location
Cheb
Event date
Sep 9, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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