Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach

Objective: In this study, we investigated the existence of the bank lending channel (BLC) as one of the monetary transmission mechanisms and the effect of banking characteristics on this channel in the Iranian economy. Methods: The Factor-Augmented Vector Autoregressive (FAVAR) model, introduced by...

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Hlavní autoři:	Javad Serkanian, Reza Raei, Saeid Shirkavand, Ezatollah Abbasian
Médium:	Artigo
Jazyk:	Persa
Vydáno:	University of Tehran 2023-03-01
Edice:	تحقیقات مالی
Témata:	bank lending channel favar model monetary policy
On-line přístup:	https://jfr.ut.ac.ir/article_92805_27da06c419b12d9750f701fe2e23204e.pdf
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