Credit supply and monetary policy: Identifying the bank balance-sheet channel with loan applications

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  • dc.contributor.author Jimenez, Gabriel
  • dc.contributor.author Ongena, Steven
  • dc.contributor.author Peydró, José-Luis
  • dc.contributor.author Saurina, Jesús
  • dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
  • dc.date.accessioned 2020-05-25T09:27:09Z
  • dc.date.available 2020-05-25T09:27:09Z
  • dc.date.issued 2010-09-01
  • dc.date.modified 2020-05-25T09:26:25Z
  • dc.description.abstract We analyze the impact of monetary policy on the supply of bank credit. Monetary policy affects both loan supply and demand, thus making identification a steep challenge. We therefore analyze a novel, supervisory dataset with loan applications from Spain. Accounting for time-varying firm heterogeneity in loan demand, we find that tighter monetary and worse economic conditions substantially reduce loan granting, especially from banks with lower capital or liquidity ratios; responding to applications for the same loan, weak banks are less likely to grant the loan. Finally, firms cannot offset the resultant credit restriction by applying to other banks.
  • dc.format.mimetype application/pdf*
  • dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=1706
  • dc.identifier.citation American Economic Review, 102 (5), 2012, 2301-2326
  • dc.identifier.uri http://hdl.handle.net/10230/44791
  • dc.language.iso eng
  • dc.relation.ispartofseries Economics and Business Working Papers Series; 1706
  • dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
  • dc.rights.accessRights info:eu-repo/semantics/openAccess
  • dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
  • dc.subject.keyword
  • dc.subject.keyword Finance and Accounting
  • dc.title Credit supply and monetary policy: Identifying the bank balance-sheet channel with loan applications
  • dc.title.alternative
  • dc.type info:eu-repo/semantics/workingPaper