The second moments matter

Baum, Christopher, Mustafa Caglayan, and Neslihan Ozkan. “The second moments matter”. Boston College Working Papers in Economics 521, 2002.
PREVIEW Datastream

Abstract

This paper investigates how variations in macroeconomic uncer- tainty distort commercial banks' allocation of loanable funds by ana- lyzing the dispersion of banks' total loan-to-asset ratios over a quarter- century period.

Title
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
Author
Baum, Christopher
Caglayan, Mustafa
Ozkan, Neslihan
School
Arts and Sciences
Discipline
Economics
Genre
working paper
Date Issued
2002
Series Title
Boston College Working Papers in Economics
Series Number
521
General Note
Originally posted on: http://ideas.repec.org/p/boc/bocoec/521.html
Subject
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models
Single Equation Models; Single Variables: Models with Panel Data; Longitudinal Data; Spatial Time Series
Criteria for Decision-Making under Risk and Uncertainty
Money Supply; Credit; Money Multipliers
Loanable funds
macroeconomic uncertainty
panel data

My Bookmarks

Bookmarks: