Bank leverage, credit and GDP in Switzerland : a VAR analysis 1987-2015

Peter Kugler, Georg Junge

A VAR analysis of Swiss data from 1987 to 2015 provides no evidence for significant long and short run influence of leverage on GDP, credit and the interest rate spread. Increasing capital requirements for banks should therefore have no strong negative macroeconomic effects.

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Year of publication:	June 2017
Authors:	Kugler, Peter ; Junge, Georg
Publisher:	Basel, Switzerland : Universität Basel, Wirtschaftswissenschaftliche Fakultät
Subject:	GDP \| credit \| leverage interest spread \| long and short run impact VAR \| VAR-Modell \| VAR model \| Nationaleinkommen \| National income \| Schweiz \| Switzerland \| Bruttoinlandsprodukt \| Gross domestic product \| Kapitalstruktur \| Capital structure \| Kredit \| Credit \| Kreditgeschäft \| Bank lending \| Schätzung \| Estimation \| Zinsstruktur \| Yield curve \| Kreditrisiko \| Credit risk \| Zins \| Interest rate

Extent:	1 Online-Ressource (circa 12 Seiten) Illustrationen
Series:	WWZ working paper. - Basel : WWZ, ZDB-ID 2259197-7. - Vol. 2017, 10
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Other identifiers:	hdl:10419/185831 [Handle]
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011667888