Data for: Unconventional Monetary Policy and the Credit Channel in the Euro Area

Published: 19 October 2019| Version 1 | DOI: 10.17632/nm733s754k.1
Contributor:
Anastasios Evgenidis

Description

The online appendix contains the following two items: 1. word file with a. details on the construction of the Credit Provision dataset – ECB Bank Lending Survey and b. details on the estimation algorithm of the T-VAR model and c. details on the estimation of GIRs. 2. Data of our three credit series, i.e. demand for loans, loan supply and borrowers' quality, in .xlsx

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Categories

Banking, Economics, Finance

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