U.S. Business cycle volatility and banking productivity

In this paper I address two questions. First, is the fall in the cyclical volatility of U.S. commercial banking productivity a potential candidate to account for the mid-80's fall in U.S. business cycle volatility? Second, does the answer to the previous question change under the presence of fi...

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Autores:
Arias Leiva, Andrés Felipe
Tipo de recurso:
Work document
Fecha de publicación:
2003
Institución:
Universidad de los Andes
Repositorio:
Séneca: repositorio Uniandes
Idioma:
eng
OAI Identifier:
oai:repositorio.uniandes.edu.co:1992/8602
Acceso en línea:
http://hdl.handle.net/1992/8602
Palabra clave:
Cyclical volatility
Credit channel
Credit constraint
Financial accelerator
Commercial banking productivity
Bancos comerciales - Estados Unidos
Crédito - Investigaciones - Estados Unidos
Sistema financiero - Estados Unidos
E32, E44, G21
Rights
openAccess
License
http://creativecommons.org/licenses/by-nc-nd/4.0/
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spelling Al consultar y hacer uso de este recurso, está aceptando las condiciones de uso establecidas por los autores.http://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Arias Leiva, Andrés Felipe9dc32128-9e94-4794-9bae-cac40b68be5b5002018-09-27T16:54:51Z2018-09-27T16:54:51Z20031657-5334http://hdl.handle.net/1992/86021657-719110.57784/1992/8602instname:Universidad de los Andesreponame:Repositorio Institucional Sénecarepourl:https://repositorio.uniandes.edu.co/In this paper I address two questions. First, is the fall in the cyclical volatility of U.S. commercial banking productivity a potential candidate to account for the mid-80's fall in U.S. business cycle volatility? Second, does the answer to the previous question change under the presence of financial frictions? The answer to the first question is that the fall in the cyclical volatility of banking productivity contributes significantly only to the volatility fall of the credit cycle. The answer to the second question is that allowing for financial acceleration does not change the results significantly.34 páginasapplication/pdfengUniversidad de los Andes, Facultad de Economía, CEDEDocumentos CEDE No. 32 Noviembre de 2003https://ideas.repec.org/p/col/000089/003668.htmlU.S. Business cycle volatility and banking productivityDocumento de trabajoinfo:eu-repo/semantics/workingPaperhttp://purl.org/coar/resource_type/c_8042http://purl.org/coar/version/c_970fb48d4fbd8a85Texthttps://purl.org/redcol/resource_type/WPCyclical volatilityCredit channelCredit constraintFinancial acceleratorCommercial banking productivityBancos comerciales - Estados UnidosCrédito - Investigaciones - Estados UnidosSistema financiero - Estados UnidosE32, E44, G21Facultad de EconomíaPublicationORIGINALdcede2003-32.pdfdcede2003-32.pdfapplication/pdf328798https://repositorio.uniandes.edu.co/bitstreams/0896e647-e2aa-423c-b3a5-bdcae2141475/download7e3d9dae13025e11172b1cad2ba45e2aMD51TEXTdcede2003-32.pdf.txtdcede2003-32.pdf.txtExtracted texttext/plain67979https://repositorio.uniandes.edu.co/bitstreams/fdc5098a-d6da-4cde-aad1-615cda321419/download476fe97779ea6dc33d80aaae4b1c2490MD55THUMBNAILdcede2003-32.pdf.jpgdcede2003-32.pdf.jpgIM Thumbnailimage/jpeg13298https://repositorio.uniandes.edu.co/bitstreams/7a19d738-0323-4e07-8bb1-d9791df0be6e/download758318b908139e18f563a3090dac78ffMD561992/8602oai:repositorio.uniandes.edu.co:1992/86022024-06-04 15:36:56.849http://creativecommons.org/licenses/by-nc-nd/4.0/open.accesshttps://repositorio.uniandes.edu.coRepositorio institucional Sénecaadminrepositorio@uniandes.edu.co
dc.title.none.fl_str_mv U.S. Business cycle volatility and banking productivity
title U.S. Business cycle volatility and banking productivity
spellingShingle U.S. Business cycle volatility and banking productivity
Cyclical volatility
Credit channel
Credit constraint
Financial accelerator
Commercial banking productivity
Bancos comerciales - Estados Unidos
Crédito - Investigaciones - Estados Unidos
Sistema financiero - Estados Unidos
E32, E44, G21
title_short U.S. Business cycle volatility and banking productivity
title_full U.S. Business cycle volatility and banking productivity
title_fullStr U.S. Business cycle volatility and banking productivity
title_full_unstemmed U.S. Business cycle volatility and banking productivity
title_sort U.S. Business cycle volatility and banking productivity
dc.creator.fl_str_mv Arias Leiva, Andrés Felipe
dc.contributor.author.none.fl_str_mv Arias Leiva, Andrés Felipe
dc.subject.keyword.none.fl_str_mv Cyclical volatility
Credit channel
Credit constraint
Financial accelerator
Commercial banking productivity
topic Cyclical volatility
Credit channel
Credit constraint
Financial accelerator
Commercial banking productivity
Bancos comerciales - Estados Unidos
Crédito - Investigaciones - Estados Unidos
Sistema financiero - Estados Unidos
E32, E44, G21
dc.subject.armarc.none.fl_str_mv Bancos comerciales - Estados Unidos
Crédito - Investigaciones - Estados Unidos
Sistema financiero - Estados Unidos
dc.subject.jel.none.fl_str_mv E32, E44, G21
description In this paper I address two questions. First, is the fall in the cyclical volatility of U.S. commercial banking productivity a potential candidate to account for the mid-80's fall in U.S. business cycle volatility? Second, does the answer to the previous question change under the presence of financial frictions? The answer to the first question is that the fall in the cyclical volatility of banking productivity contributes significantly only to the volatility fall of the credit cycle. The answer to the second question is that allowing for financial acceleration does not change the results significantly.
publishDate 2003
dc.date.issued.none.fl_str_mv 2003
dc.date.accessioned.none.fl_str_mv 2018-09-27T16:54:51Z
dc.date.available.none.fl_str_mv 2018-09-27T16:54:51Z
dc.type.spa.fl_str_mv Documento de trabajo
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dc.identifier.issn.none.fl_str_mv 1657-5334
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/1992/8602
dc.identifier.eissn.none.fl_str_mv 1657-7191
dc.identifier.doi.none.fl_str_mv 10.57784/1992/8602
dc.identifier.instname.spa.fl_str_mv instname:Universidad de los Andes
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identifier_str_mv 1657-5334
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instname:Universidad de los Andes
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url http://hdl.handle.net/1992/8602
dc.language.iso.none.fl_str_mv eng
language eng
dc.relation.ispartofseries.none.fl_str_mv Documentos CEDE No. 32 Noviembre de 2003
dc.relation.repec.spa.fl_str_mv https://ideas.repec.org/p/col/000089/003668.html
dc.rights.uri.*.fl_str_mv http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rights.accessrights.spa.fl_str_mv info:eu-repo/semantics/openAccess
dc.rights.coar.spa.fl_str_mv http://purl.org/coar/access_right/c_abf2
rights_invalid_str_mv http://creativecommons.org/licenses/by-nc-nd/4.0/
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.extent.none.fl_str_mv 34 páginas
dc.format.mimetype.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidad de los Andes, Facultad de Economía, CEDE
publisher.none.fl_str_mv Universidad de los Andes, Facultad de Economía, CEDE
institution Universidad de los Andes
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