An Empirical Investigation of Oil-Macro-Financial Linkages in Saudi Arabia /

Oil-macro-financial linkages in Saudi Arabia are analyzed by applying panel econometric frameworks (multivariate and vector autoregression) to maceoeconomic and bank-level balance sheet data for 9 banks spanning 1999-2014. Lower growth of oil prices and non-oil private sector output leads to slower...

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מידע ביבליוגרפי
מחבר ראשי: Miyajima, Ken
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2016.
סדרה:IMF Working Papers; Working Paper ; No. 2016/022
גישה מקוונת:Full text available on IMF
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245 1 3 |a An Empirical Investigation of Oil-Macro-Financial Linkages in Saudi Arabia /  |c Ken Miyajima. 
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300 |a 1 online resource (23 pages) 
490 1 |a IMF Working Papers 
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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 Oil-macro-financial linkages in Saudi Arabia are analyzed by applying panel econometric frameworks (multivariate and vector autoregression) to maceoeconomic and bank-level balance sheet data for 9 banks spanning 1999-2014. Lower growth of oil prices and non-oil private sector output leads to slower credit and deposit growth and higher nonperforming loan ratios, with feedback loops within bank balance sheets which in turn dampens economic activity. U.S. interest rates are not found to be a key determinant. 
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830 0 |a IMF Working Papers; Working Paper ;  |v No. 2016/022 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2016/022/001.2016.issue-022-en.xml  |z IMF e-Library