Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality »
Series: IMF Working Papers
Author(s): Inessa Love , and Rima Turk Ariss
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 30 December 2013
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...