Macroeconomic impact of Basel III: Evidence from a meta-analysis

B-Tier
Journal: Journal of Banking & Finance
Year: 2020
Volume: 112
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We present a meta-analysis of the impact of higher capital requirements imposed by regulatory reforms on the macroeconomic activity (Basel III). The empirical evidence derived from a unique dataset of 48 primary studies indicates that there is a negative, albeit moderate GDP effect in response to a change in the target capital ratio. Meta-regression results suggest that the estimates reported in the literature tend to be systematically influenced by a selected set of study characteristics, such as econometric specifications, the authors’ affiliations, and the underlying financial system. Finally, we discuss the publication bias.

Technical Details

RePEc Handle
repec:eee:jbfina:v:112:y:2020:i:c:s0378426618301171
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25