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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| Principais autores: | , , , |
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| Format: | Artigo |
| Jezik: | Persa |
| Izdano: |
University of Tehran
2023-03-01
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| Serija: | تحقیقات مالی |
| Teme: | |
| Online dostop: | https://jfr.ut.ac.ir/article_92805_27da06c419b12d9750f701fe2e23204e.pdf |
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