Modelling the demand for loans to the private sector in the euro area

By A. Calza, C. Gartner, João Sousa. 2003

263 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/dd79981b95898695221242188202bc70e65f6bef

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

In Finance

Citations in the corpus

What Determines the Profitability of Banks? Evidence from Spain (2013, unknown): “…products are able to exercise market power and earn non-competitive profits (Berger, 1995a). improving the solvency of borrowers, increases demand for credit by households and firms, with positive effects on the profitability of banks (Athanasoglou et al., 2008; Calza et al., 2003; among others).”
Credit Growth in Central and Eastern Europe: New (Over)Shooting Stars? (2006, background): “…a simple set of explanatory variables (see Table 1), which usually includes GDP per capita or real GDP, some kind of (real or nominal) interest rate and the in ation rate (Calza et al., 2001, 2003; Brzoza-Brzezina, 2005; Boissay, Calvo-Gonzalez and Kozluk, 2006 and Kiss, Nagy and Vonnák, 2006).”
Interest Rate Pass-Through: Empirical Results for the Euro Area (2005, background): “As regards the demand of firms and households for loans in the euro area, Calza et al. (2003) find a semielasticity with respect to the short-term interest rate of 0.4 to 1.0 and to the long-term interest rate of 1.8 to 3.1.”
The Interaction between Mortgage Financing and Housing Prices in Greece (2009, unknown): “Indeed, it is common practice in the empirical literature to use some measure of current aggregate economic activity as a determinant of credit, in general (See for example, Fase 1995; Calza et al. 2003a; Calza et al. 2003b; Davis and Zhu 2004; Hofmann 2004; Gerlach and Peng 2005) and mortgage cre”
The Determinants of Private Sector Credit in Industrialised Countries: Do Property Prices Matter? (2001, unknown): “In the empirical literature, credit aggregates are usually assumed to be mainly demand determined (Bernanke and Blinder (1988), Fase (1995), Calza et al (2001)), depending positively on economic activity and negatively on financing costs.16 This modelling approach assumes that banks follow the loan…”
Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment Based on Matching Impulse Responses (2006, background): “…the interest elasticity b2 are 2.19 and 0.014, which is in line with other reported elasticities that range between 1.1 – 2.5 and 0.01 – 0.60 (see e.g. Calza, Gartner, and Sousa (2003), Calza, Manrique, and Sousa (2003), Fase (1995) Hülsewig, Winker, and Worms (2004) and Kakes (2000)).16 Our…”
Are there asymmetries in the response of bank interest rates to monetary shocks? (2007, background): “, 1997) and the determinants of loans (Calza et al., 2003).”
The Interactional Relationships Between Credit Risk, Liquidity Risk and Bank Profitability in MENA Region (2020, result): “This result is in line with the works of Athanasoglou et al. (2008) and Calza, Gartner, and Sousa (2003).”