Bank Lending and Interest Rate Changes in a Dynamic Matching Model /

This paper presents theory and evidence on the dynamic relationship between aggregate bank lending and interest rate changes. Theoretically, it proposes and solves a stochastic matching model where credit expansion and contraction are time consuming. It shows that the response of bank lending to cha...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Dell'Ariccia, Giovanni
مؤلفون آخرون: Garibaldi, Pietro
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 1998.
سلاسل:IMF Working Papers; Working Paper ; No. 1998/093
الوصول للمادة أونلاين:Full text available on IMF
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020 |z 9781451951318 
022 |a 1018-5941 
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100 1 |a Dell'Ariccia, Giovanni. 
245 1 0 |a Bank Lending and Interest Rate Changes in a Dynamic Matching Model /  |c Giovanni Dell'Ariccia, Pietro Garibaldi. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1998. 
300 |a 1 online resource (46 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper presents theory and evidence on the dynamic relationship between aggregate bank lending and interest rate changes. Theoretically, it proposes and solves a stochastic matching model where credit expansion and contraction are time consuming. It shows that the response of bank lending to changes in money market rates is likely to be asymmetric and depends crucially on two structural parameters: the speed at which new loans become available, and the speed at which banks recall existing loans. Empirically, it provides evidence that bank lending in Mexico and the United States responds asymmetrically to positive and negative shocks in money market rates. 
538 |a Mode of access: Internet 
700 1 |a Garibaldi, Pietro. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1998/093 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1998/093/001.1998.issue-093-en.xml  |z IMF e-Library