Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality

C-Tier
Journal: Economic Modeling
Year: 2014
Volume: 37
Issue: C
Pages: 127-136

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper explores whether the procyclicality of private credit changes during the business cycle. To this end, we rely on the estimation of smooth transition regression models for a sample of 17 OECD countries over the 1986–2010 period. Our findings show that credit procyclicality is nonlinear, depending on economic conditions. More specifically, credit is highly procyclical in extreme – booms and busts – regimes in Canada, the UK and the US, while procyclicality is less pronounced in one or both extreme regimes in Australia, Belgium, France, Finland, the Netherlands, Norway, and Spain. Our results also emphasize the importance of financial factors in explaining the short-run behavior of private credit.

Technical Details

RePEc Handle
repec:eee:ecmode:v:37:y:2014:i:c:p:127-136
Journal Field
General
Author Count
3
Added to Database
2026-01-24