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Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality

Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality »

Source: Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality

Volume/Issue: 2013/271

Series: IMF Working Papers

Author(s): Inessa Love , and Rima Turk Ariss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 December 2013

ISBN: 9781484338315

Keywords: Macroeconomic Shocks, Loan Quality, Panel Vector Autoregression, banking, loan portfolio quality, banking sector, banks ’; loan, banks ’; balance sheets, Computational Techniques, Financial Markets and the Macroeconomy

This paper investigates macro-financial linkages in Egypt using two complementary methods, assessing the interaction between different macroeconomic aggregates and loan portfolio quality in a multivariate framework...

Macro-Financial Linkages in Egypt
			: A Panel Analysis of Economic Shocks and Loan Portfolio Quality

Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality »

Volume/Issue: 2013/271

Series: IMF Working Papers

Author(s): Inessa Love , and Rima Turk Ariss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 December 2013

DOI: http://dx.doi.org/10.5089/9781484338315.001

ISBN: 9781484338315

Keywords: Macroeconomic Shocks, Loan Quality, Panel Vector Autoregression, banking, loan portfolio quality, banking sector, banks ’; loan, banks ’; balance sheets, Computational Techniques, Financial Markets and the Macroeconomy

This paper investigates macro-financial linkages in Egypt using two complementary methods, assessing the interaction between different macroeconomic aggregates and loan portfolio quality in a multivariate framework...