Convergence in household credit demand across euro area countries: evidence from panel data

C-Tier
Journal: Applied Economics
Year: 2009
Volume: 41
Issue: 27
Pages: 3447-3462

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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

Abstract

This article contributes to the literature on the convergence of financial systems in the euro area by estimating household credit demand in individual countries. Using the ARDL framework advocated notably by Pesaran et al. (1999), the article provides evidence on the convergence of long-run credit demand determinants (interest rates, investment and house prices) in the largest euro area countries, while short run-dynamics remain heterogenous across countries. The article also demonstrates that the equation uncovers demand rather than supply behaviour.

Technical Details

RePEc Handle
repec:taf:applec:v:41:y:2009:i:27:p:3447-3462
Journal Field
General
Author Count
3
Added to Database
2026-01-25