Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality /
This paper investigates macro-financial linkages in Egypt using two complementary methods, assessing the interaction between different macroeconomic aggregates and loan portfolio quality in a multivariate framework as well as through a panel vector autoregressive method that controls for bank-level...
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Формат: | Журнал |
Мова: | English |
Опубліковано: |
Washington, D.C. :
International Monetary Fund,
2013.
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Серія: | IMF Working Papers; Working Paper ;
No. 2013/271 |
Онлайн доступ: | Full text available on IMF |