The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe

This article presents empirical estimates of bank credit procyclicality for a sample of 11 Central and Eastern European countries (CEECs) for the period 2000Q1–2016Q4. In the first step, we estimate a traditional‐type panel vector autoregressive (VAR) model and analyse the evolution of credit procyc...

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Veröffentlicht in:	IDEAS Working Paper Series from RePEc 2022-01, Vol.27 (1), p.911-942
Hauptverfasser:	Cuestas, Juan Carlos, Lucotte, Yannick, Reigl, Nicolas
Format:	Artikel
Sprache:	eng
Schlagworte:	bank competition Banking industry business cycle Business cycles CEEC credit cycle Economics and Finance Humanities and Social Sciences interacted panel VAR
Online-Zugang:	Volltext
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