DYNAMIC RELATIONSHIP BETWEEN CAPITAL INFLOWS AND BANK LENDING: THE ROLE OF COMMODITY PRICE AND GLOBAL FINANCIAL MARKET SHOCKS

This paper investigates the dynamic relationship between capital inflows and bank lending in Indonesia. We use a Structural Vector AutoRegression (SVAR) model that allows exogenous international commodity prices and global financial market fluctuations to influence capital inflows. We find that comm...

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Bibliografische Detailangaben

Hauptverfasser:	Doni Satria, Nachrowi Djalal Nachrowi, Telisa A. Falianty, Iskandar Simorangkir
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	Bank Indonesia 2022-02-01
Schriftenreihe:	Buletin Ekonomi Moneter dan Perbankan
Schlagworte:	commodity price shocks; capital inflows; bank lending; financial stability.
Online-Zugang:	https://www.bmeb-bi.org/index.php/BEMP/article/view/1170
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