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Dissertations / Theses on the topic 'Credit cycle'

Author: Grafiati

Published: 4 June 2021

Last updated: 31 May 2022

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1

he, xiaofeng. "CREDIT CYCLE, CREDIT RISK AND BUSINESS CONDITIONS." NCSU, 2001. http://www.lib.ncsu.edu/theses/available/etd-20010718-110156.

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<p>We first present a Complex Singular Value Decomposition (CSVD)analysis of credit cyle and explore the lead-lag relation betweencredit cycle and business cycle, then propose a GeneralizedLinear Model (GLM) of credit rating transition probabilitiesunder the impact of business conditions.To detect the cyclic trend existence of credit condition in U.S.economy, all credit variables and business variables aretransformed to complex values and the transformed data matrix isapproximated by first order of CSVD analysis. We show that theeconomy, represented by both credit conditions and businesscondit

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2

Jericevic, Sandra Lynne. "Loan contracting and the credit cycle /." Connect to thesis, 2002. http://eprints.unimelb.edu.au/archive/00000737.

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Kubin, Ingrid, and Thomas Zörner. "Human Capital in a Credit Cycle Model." WU Vienna University of Economics and Business, 2017. http://epub.wu.ac.at/5681/1/wp251.pdf.

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We augment a model of endogenous credit cycles by Matsuyama et al.(2016) with human capital to study the impact of human capital on the stability of central economic aggregates. Thus we offer a linkage between human capital formation and credit market instability on a macrolevel combined with an analysis of functional income distribution. Human capital is modelled as pure external effect of production following a learning-by-producing approach. Agents have access to two different investment projects, which differ substantially in their next generations spillover effects. Some generate pecuniar

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4

Santos, João Ramiro Rodrigues Simões dos. "Credit cycle identification: A Markov-switching application." Master's thesis, NSBE - UNL, 2014. http://hdl.handle.net/10362/11723.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>This project aims to study credit dynamics and to identify phases of credit cycles at the country level. We applied a Markov-switching (MS) autoregressive framework and a MS with regime-invariant macroeconomic variables to a broad concept of credit, domestic credit. We used a sample of 10 developed countries. MS identification power is assessed using smooth probabilities of low growth states, collected as a by-product of models estimation, again

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5

Marchesini, Camilo. "Optimal Monetary Policy, Macroprudential Instruments, and the Credit Cycle." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388488.

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I study optimal monetary and macroprudential policies in a New Keynesian DSGE framework with leverageconstrainedbanks. In particular, I assess the desirability of alternative operational policy rules when theeconomy is hit by mortgage default shocks and show that their implications for inflation dynamics and policytrade-offs depend on whether the shocks originate in the household sector or in the entrepreneurial sector ofthe economy. Moreover, I find that the strategy of ‘leaning against the wind’ (LAW) of credit growth deliverssystematically poorer stabilization outcomes than standard flexibl

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6

Poudel, Rajeeb. "Single Notch Versus Multi Notch Credit Rating Changes and the Business Cycle." Thesis, University of North Texas, 2015. https://digital.library.unt.edu/ark:/67531/metadc848118/.

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Issuers’ credit ratings change by one or more notches when credit rating agencies provide new ratings. Unique to the literature, I study the influences affecting multi notch versus single notch rating upgrades and downgrades. For Standard & Poors data, I show that rating changes with multiple notches provide more information to the market than single notch rating changes. Consistent with prior literature on the business cycle, I show that investors value good news rating changes (upgrades) more in bad times (recession) and that investors value bad news rating changes (downgrades) more in good

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7

Chiu, Ching-Ngai. "Critical analysis of relationship between real estate cycle and credit ratings." Click to view the E-thesis via HKU Scholars Hub, 2006. http://lookup.lib.hku.hk/lookup/bib/B37937583.

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Pu, Lifen. "Credit ratings and banking regulations in the context of real estate cycle." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B41895642.

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Pu, Lifen, and 普麗芬. "Credit ratings and banking regulations in the context of real estate cycle." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B41895642.

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10

Sousa, Maria Inês Ferreira Drumond. "Essays on Macroeconomics of Banking: Credit Frictions, Business Cycle and Bank Capital." Tese, Faculdade de Economia da Universidade do Porto, 2006. http://hdl.handle.net/10216/7418.

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Economia<br>DOCTORAL PROGRAMME IN ECONOMICS<br>O papel das imperfeições do sistema financeiro na propagação de choques exógenos na economia tem sido tema de debate constante na literatura, com implicações significativas ao nível institucional. A principal questão em jogo é saber se as referidas imperfeições são capazes de transformar choques exógenos de pequena magnitude em movimentos amplificados e persistentes do produto agregado. Esta dissertação insere-se nesta linha de investigação analisando a forma como as estruturas microeconómicas, tais como a forma de financiamento dos bancos e a rel

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11

Sousa, Maria Inês Ferreira Drumond. "Essays on Macroeconomics of Banking: Credit Frictions, Business Cycle and Bank Capital." Doctoral thesis, Faculdade de Economia da Universidade do Porto, 2006. http://hdl.handle.net/10216/7418.

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Economia<br>DOCTORAL PROGRAMME IN ECONOMICS<br>O papel das imperfeições do sistema financeiro na propagação de choques exógenos na economia tem sido tema de debate constante na literatura, com implicações significativas ao nível institucional. A principal questão em jogo é saber se as referidas imperfeições são capazes de transformar choques exógenos de pequena magnitude em movimentos amplificados e persistentes do produto agregado. Esta dissertação insere-se nesta linha de investigação analisando a forma como as estruturas microeconómicas, tais como a forma de financiamento dos bancos e a rel

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12

Rawat, Umang. "Essays on macroeconomic dynamics, credit intermediation and financial stability." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/275970.

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This dissertation consists of three chapters. In the first chapter, we study the role of financial frictions on the demand side of the economy. In particular, we study the interaction between firm and household credit constraints over the business cycle. We construct a real business cycle model with explicit modeling of price and quantity side of housing. This allows us to include both firm and household financing frictions. The model is estimated for the U.S economy using quarterly data on key macroeconomic variables over the period 1970 - 2006. Household and firm financial accelerators opera

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13

Holmberg, Ulf. "Essays on credit markets and banking." Doctoral thesis, Umeå universitet, Nationalekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-53494.

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This thesis consists of four self-contained papers related to banking, credit markets and financial stability. Paper [I] presents a credit market model and finds, using an agent based modeling approach, that credit crunches have a tendency to occur; even when credit markets are almost entirely transparent in the absence of external shocks. We find evidence supporting the asset deterioration hypothesis and results that emphasize the importance of accurate firm quality estimates. In addition, we find that an increase in the debt’s time to maturity, homogenous expected default rates and a cons

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14

Giovannini, Massimo. "Essays on credit frictions and incomplete markets." Thesis, Boston College, 2012. http://hdl.handle.net/2345/2872.

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Thesis advisor: Peter Ireland<br>Thesis advisor: Matteo Iacoviello<br>The dissertation is composed by two chapters. In the first one, I study the role of credit constraints and incomplete markets in the short run transmission of monetary shocks, using the superneutrality result that would obtain from preference separability in the Sidrauski model under complete markets as a benchmark. I find that money demand heterogeneity stemming from binding credit constraints invalidates the superneutrality result. I show this result under two alternative settings. In a simple two agents model, with hetero

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15

Hagemann, Harald. "L. Albert Hahn's Economic Theory of Bank Credit." WU Vienna University of Economics and Business, 2010. http://epub.wu.ac.at/2948/1/wu_wp134.pdf.

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In the mid-1920s L. Albert Hahn's Economic Theory of Bank Credit (1920) had become one of the most influential and certainly the most controversial book on monetary theory in the German language area. Hahn wanted to overcome the orthodox view that every credit has to be financed by means of savings deposited by the banks. Banks are producers of credit which is not limited by the amount of saving. Capital was seen by Hahn as the result of credit creation and not of saving. Over time Hahn moderated some exaggerations of the first two editions of The Economic Theory of Bank Credit, such as the id

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Бульбах, О. О. "Оцінка кредитоспроможності підприємства". Master's thesis, Cумський державний університет, 2020. https://essuir.sumdu.edu.ua/handle/123456789/81870.

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Основний результат роботи полягає у тому, що проведений аналіз надав змогу з’ясувати недоліки в методиках оцінки кредитоспроможності позичальника, що використовуються різними банками, тому розроблення рекомендацій щодо покращення якості такої оцінки є обґрунтованими та підтвердженими за допомогою розрахунків.<br>Основной результат работы состоит в том, что проведенный анализ дал возможность выяснить недостатки в методиках оценки кредитоспособности заемщика, используемые различными банками, поэтому разработка рекомендаций по улучшению качества такой оценки являются обоснованными и подтвержденны

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Лакоза, М. В. "Кредитний цикл в банківській системі". Master's thesis, Сумський державний університет, 2019. http://essuir.sumdu.edu.ua/handle/123456789/76232.

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Основний науковий результат роботи полягає у встановленні впливу кредитних циклів на діяльність банківської системи та у визначенні методів усунення наслідків кредитних циклів.<br>The main scientific result of the work is to establish influence credit cycles for banking system activities and methods eliminate the effects of credit cycles.

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Sandström, Emma. "The credibility of a journal : The notion of credit in the world of scientific publishing." Thesis, Umeå universitet, Sociologiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-66119.

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19

Lardeau, Thomas Laurent. "Equilibre du marché du crédit et cycle économique : un nouvel accélérateur financier." Thesis, Paris 13, 2014. http://www.theses.fr/2014PA131027/document.

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Avec le retour des cycles financiers et la crise des subprimes, la littérature a remis en avant l’influence macroéconomique des facteurs financiers. A partir du marché du crédit, elle s’est essentiellement développée avec la théorie de l’accélérateur financier (Bernanke et Gertler [1989], Bernanke, Gertler et Gilchrist [1999]) fondée sur l’hypothèse d’asymétrie d’information. Cette thèse se propose de compléter cette littérature en considérant le cas dans lequel l’offre de crédit s’exprime en situation d’incertitude radicale et de revenir sur cette théorie en proposant, à partir de certaines d

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20

Zhao, Jing. "Household debt service burden outlook an exploration on the effect of credit constraints /." Connect to this title online, 2003. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1054650767.

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Thesis (Ph. D.)--Ohio State University, 2003.<br>Title from first page of PDF file. Document formatted into pages; contains xii, 210 p.; also includes graphics (some col.) Includes bibliographical references (p. 203-210). Available online via OhioLINK's ETD Center

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Kubesa, Lukáš. "Úvěrové riziko a jeho řízení v kontextu hospodářského cyklu." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-9237.

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This diploma thesis -- Credit risk management and business cycle -- is divided in four chapters. The first explains the purpose of bank as the financial intermediate and the main financial risk, which may results from its activities. The second part describes the theory of business cycle from the view of the main economic schools and clears up the problems of price bubbles on assets markets. The third part analyses the models and methods of credit risk management in the financial institution and the roles of regulatory authorities including the influence of Basel II. The last part concerns abo

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Wen, Shen, and Wu Simin. "The Relationship between Credit Constraints and Household Risky Assets : The Case of China." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-36750.

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The purpose of this empirical research is to evaluate the relationship between credit constraints and household risky assets in China. The life-cycle hypothesis theory and household portfolio choice theory is the basis of the research. Using a probit model, we find out that credit constraints do not have a clear impact on the probability of households to hold risky assets. Furthermore, the coefficients between age and risky assets are non-linear. Households in urban regions have a high positive coefficient with risky assets. As for now, the literature is missing theories on the relationship be

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Lešková, Michaela. "Finančný cyklus a jeho indikátory." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-264318.

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Subject of the diploma thesis is a broad analysis of financial cycles that are often behind other financial topics and their clear and precise understanding is still not sufficient, despite their high significance, and indeed a critical issue for financial stability. The paper will discuss indicators of financial cycles, we can ask ourselves how each financial cycles, meaning equity, credit and real estate prices, are synchronized with each other, but also toward the economic cycle, and what consequences this synchronization brings looking at different scenarios. The turning point in the boom

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Jůza, Jaromír. "Souvislosti úvěrového a hospodářského cyklu." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-199001.

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Excessive lending activity of banks is considered to be one of the causes of the recent financial and economic crisis. The theme of this thesis is to evaluate the relation of credit and the business cycle in the euro area countries and explore the differences which have been among these countries recorded. The primary objective of this work is the analysis of the credit cycle in these countries and its develoment from 2000 to the present. The paper will address further the question of whether financial markets can create for themselves economic imbalances through endogenous credit "booms". Fir

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Brianti, Marco. "Essays in Macroeconomics:." Thesis, Boston College, 2021. http://hdl.handle.net/2345/bc-ir:109064.

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Thesis advisor: Ryan A. Chahrour<br>The dissertation studies the primary sources of business-cycle fluctuations and their interaction with uncertainty and financial frictions. In my work, I examine the degree to which changes in uncertainty and financial conditions can be independent drivers of economic fluctuations; I study the sources of boom-bust cycles and whether they are linkedto credit market sentiments; and I ask how financial frictions affect economic fluctuations in terms of prices and quantities. In "Financial and Uncertainty Shocks", I separately identify financial and uncertainty

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Kenttä, Tony. "When Belongings Secure Credit… : Pawning and Pawners in Interwar Borås." Doctoral thesis, Uppsala universitet, Ekonomisk-historiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-303601.

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This dissertation deals with pawning primarily from the perspective of the pawners. It utilises two samples from the ledgers of a municipal pawnshop in Borås in western Sweden, from 1922/23 and 1932/33. Its aim is to deal with the relation between the material and financial side of pawning as well as the causes behind pawning. One of the results of the study is that most pawn loans were very small, which means that pawning probably was connected to income insufficiency. It showed that weekly repeated pawning, which has been proposed in previous research as a common pattern, was nearly non-exis

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Janíčko, Martin. "Essays on Financial Innovation, Credit Constraints, and Welfare." Doctoral thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-165930.

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The submitted thesis is composed of three different articles dealing with issues of financial innovation, credit constraints, and their impact on welfare. The first article treats the contemporary theoretical grasp of the interaction between the financial and real economies, focusing primarily on the role of modern financial innovation in the business cycle. For this purpose, a framework promoted by the Regulation School and Post Keynesians is frequently employed, whilst some other unorthodox streams and mainstream economics are partially discussed as well. All of them aspire -- either per se

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Conti, Antoniomaria. "Essays on Monetary Policy, Low Inflation and the Business Cycle." Doctoral thesis, Universite Libre de Bruxelles, 2017. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/260933.

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The last ten years have been extremely challenging for both researchers in monetary economics and policymakers.The Global Financial Crisis of 2007-2009, in spite of its size and severity, was initially widely perceived in the Euro Area (EA) as an imported and transitory crisis: it was frequently predicted that the EA economy would recover once the US and the World Economy rebounded. Instead, after a brief period of recovery, the Euro Area was hit by the Sovereign Debt Crisis of 2011-12, a domestic crisis which widened the divide already existing between core and peripheral countries up to the

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Hansson, Denise. "Housing Finance and the Transmission of Mortgage Spread Shocks." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-415538.

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Credit market frictions, captured by mortgage spreads, are potentially an equally important driver behind mortgage rate innovations as monetary policy. Possibly a significant driver of business cycles. Yet, the effect of such shocks on the economy has barely received any attention in empirical research. By estimating a SVAR for 12 EU countries, I find that mortgage spread shocks have a significant effect on GDP, consumption, residential investment and house prices. The magnitude of their effects is comparable to a monetary policy shock. I also find that the transmission mechanism of such shock

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Hammerová, Jitka. "Problematika hypotečního úvěrování v České republice." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-4455.

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The aim of this diploma paper is to describe the mortgage market in the Czech Republic. Firstly, I have analysed the general situation which is connected with the issue of providing the mortgage credit in the Czech Republic. The next point is the analysis of market of flats and support of the flat's market. One of this product is mortgage credit. I have analysed the main economic values such as mortgage credit, mortgage interest, classified mortgage credit, business cycle, etc. Especially I discussed the household sector because we can see the biggest growth there. Finally, I have compared the

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Kábelková, Lenka. "Souvislosti hospodářského cyklu a vývoje na trhu s hypotéčními úvěry." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-113683.

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The diploma thesis deals with the connection between the economy cycle and the development on the mortgage credit market since 2000 until 2010. Mainly it focuses on the problematic of the effectiveness of the currency policy and on the analysis of the main determinants, which leads to the mortgage crisis. The aim of the thesis is to assess the determinants of the credit cycle and their connection with the development of the economy cycle. The main indicator that influence the credit cycle will be analyzed. On the basis of the gained information I will answer the question whether there should e

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Mendicino, Caterina. "Financial market imperfections, business cycle fluctuations and economic growth." Doctoral thesis, Stockholm : Economic Research Institute (EFI), Stockholm School of Economics, 2006. http://www2.hhs.se/EFI/summary/705.htm.

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Ninou, Bozou Caroline. "Aversion au risque et concurrence bancaire : disponibilité des crédits et cycle économique." Thesis, Paris 2, 2019. http://www.theses.fr/2019PA020052.

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Dans cette thèse, nous nous concentrons sur deux déterminants de la disponibilité du crédit et plus largement, du cycle des affaires : la structure du marché bancaire et les préférences des agents à l’égard du risque et du temps. Dans un premier chapitre, nous démontrons une relation empirique négative entre la concentration du marché bancaire et la disponibilité des crédits aux entreprises. Nous montrons également que l’ampleur de cette relation dépend des caractéristiques des firmes et des banques. Dans un second chapitre, théorique, nous comparons, dans le cadre d’un modèle d’Equilibre Géné

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Řídký, Jan. "Řízení a regulace úvěrového rizika a jejich vliv na hospodářství USA v období od 80. let minulého století do současnosti." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-136332.

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This thesis describes an impact of credit risk management and credit risk regulation on the volume and quality of credits. Consequently there is an influence on economic activity of people and companies, price level and business cycle. In the thesis the basic principles of credit risk management and regulations are described. The volume of granted credit determines the probability of default. If there is an option to transfer a credit risk to the third party, volume of granted credits increases. The volume of credit depends also on the regulatory duty to hold an adequate amount of capital. In

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Kavalírek, Jan. "Role bankovních úvěrů nefinančním podnikům v hospodářském cyklu." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-360161.

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The theoretical part of the thesis introduces Austrian theory of business cycles and analyses equilibrium of savings and investments together with the transmission mechanism between savings, deposits, loans and investments. The practical part of the thesis explores business cycle and credit cycle. It analyses an excessive loan expansion of commercial banks together with a excessively expansive policy of central bank. The thesis deals with a procyclical action of commercial banks and contemporary tools of central bank with their limited effectiveness. Furthermore, the thesis analyses the possib

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Binderová, Anna. "Analýza makroekonomických dopadů zadluženosti českých domácností." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-15734.

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The thesis analyses the rapid growth of indebtedness of Czech households, which have created concerns both among economists and general public. The thesis is aimed not only on development of indebtedness but also on causes of recent developments and structure of indebtedness. The thesis also deals with household savings, which are opposite of debts and according to neoclassical theory are the bottom line of economic growth. Main part of the thesis closely examines impacts of indebtedness upon Czech economy. It tries to describe and assess these impacts using economic theories, which are descri

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Sobolčik, Lukáš. "Řízení kreditního rizika." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-360192.

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The goal of the Master`s thesis is the credit risk analysis of existing corporation done from the point of view of a fictitious multinational corporation which operates in petrochemical business. At first, it deals with general definition of credit risk, tools for its management and methods for its elimination. Later, in the analytical section on an example of concrete model from practice modern trends in credit risk management are demonstrated, potential obstacles are analyzed and the most frequent problems with its application are noted. The main asset of the thesis is a comprehensive introd

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Ahlqvist, Sigge, and Matteus Arriaza-Hult. "How to measure the degree of PIT-ness in a credit rating system for a low default portfolio?" Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273632.

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In order to be compliant with the Basel regulations, banks need to compute two probabilities of default (PDs): point-in-time (PIT) and through-the-cycle (TTC). The aim is to explain fluctuations in the rating system, which are expected to be affected by systematic and idiosyncratic factors. Being able to, in an objective manner, determine whether the rating system is taking the business cycle - i.e the systematic factors - into account when assigning a credit rating to an obligor is useful in order to evaluate PD-models. It is also necessary for banks in order to use their own risk parameters

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Borsi, Mihály Tamás. "Essays on Empirical Macroeconomics." Doctoral thesis, Universidad de Alicante, 2015. http://hdl.handle.net/10045/51005.

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Eriksson, Julia, and Julia Jordeby. "Today's Credit Market - How to Avoid a House of Cards? : Austrian Full Reserves and the Chicago Plan as Alternatives to the Current Fractional Reserves." Thesis, Södertörns högskola, Nationalekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-33700.

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Today’s household debt consists for the most part of credit money, and this general phenomenon does not only occur in Sweden. Money in the economy is mostly created by private banks, as much as 97 percent of the money in the United States, while central banks only create a very small share of all money. This is the reason for the oppressed household debt. During this period of high debt in Sweden, the household consumption has also increased in comparison to earlier years. The aim is to study and compare how the money supply in two different full-reserve systems, the Austrian through convertib

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Ніколаєва, К. В. "Макропруденційне регулювання кредитної діяльності банку". Thesis, Одеський національний економічний університет, 2020. http://dspace.oneu.edu.ua/jspui/handle/123456789/12358.

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У роботі розглядаються теоретичні аспекти поняття системного ризику, його основних джерел, зокрема проблем банківського кредитування, поняття макропруденційної політики, кредитних інструментів макропруденційного регулювання, що застосовуються залежно від фази економічного циклу. Проаналізовано та оцінено вплив основних джерел виникнення системного ризику банківського сектору України за основними індикаторами фінансової стабільності. Доведено вплив кредитного циклу на економічний. Проаналізовано вплив окремих факторів на зміну рівня простроченої заборгованості за кредитним портфелем Укр

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Nam, Min-Ho. "Essays on housing and monetary policy." Thesis, University of St Andrews, 2013. http://hdl.handle.net/10023/3681.

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This thesis, motivated by my reflections about the failings of monetary policy implementation as a cause of the sub-prime crisis, attempts to answer the following inquiries: (i) whether interest rates have played a major role in generating the house price fluctuations in the U.S., (ii) what are the effects of accommodative monetary policy on the economy given banks' excessive risk-taking, and (iii) whether an optimal monetary policy rule can be found for curbing credit-driven economic volatilities in the model economy with unconventional transmission channels operating. By using a decompositio

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Daudignon, Sandra. "Three essays in monetary and financial economics." Thesis, Paris 1, 2020. http://www.theses.fr/2020PA01E063.

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Le premier chapitre analyse l'impact de la compensation centrale des swaps, obligatoire depuis 2013, sur l'activité de dérivés des banques américaines. Une partie des banques traitées, c'est-à-dire des banques qui ne sont pas éligibles à la « end-user exception », réallouent leur portefeuille en substituant les options de taux d'intérêt OTC aux swaps de taux d'intérêt OTC. Cela suggère que ces banques pourraient se livrer à un arbitrage réglementaire. Le deuxième chapitre incorpore un taux d'intérêt naturel avec tendance stochastique dans un modèle nouveau keynésien et étudie comment cela modi

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Lilja, Kristina. "Marknad och hushåll : Sparande och krediter i Falun 1820-1910 utifrån ett livscykelperspektiv." Doctoral thesis, Uppsala University, Department of Economic History, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-4630.

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<p>The primary aim of this thesis has been to analyse the transformation of the Swedish capital market from a household perspective. The investigation shows that the transition from a mostly private credit market to a more institutionalised credit market took place at the end of the nineteenth century. At this time there were several actors in the credit market that were able to fulfil the diverse needs of credit that different households might have. This need was very much correlated to the household’s particular stage in its life-cycle. In accordance with the life-cycle theory and the perman

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Ben, Mohamed Imen. "Credit market imperfections and business cycles." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010002/document.

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La crise financière de 2009 a ravivé le débat entre les classiques et les keynésiens concernant le rôle de la finance dans le cycle d’affaire. Cette thèse étudie les conséquences macroéconomiques des imperfections du marché de crédit ainsi que quantifie leur impact sur le marché de travail. L’interaction entre chômage et frictions financière passe par l’hypothèse que les postes vacants sont financés par des fonds externes qui sont plus couteux qu’un financement interne, de par de l’impact de l’asymétrie d’information sur le marché du crédit. Il est alors montré, à l’aide de simulation d’un mod

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Tůma, Aleš. "Měnové příčiny hospodářského cyklu." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-10550.

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This thesis deals with the monetary theory of business cycles as presented by the so called Austrian school of economics. It analyzes the different economic effects of investments financed by saving as opposed to investments financed by credit expansion. It shows that in the latter case an unsustainable situation results in which economic actors try both to invest and to consume more at the same time, which is physically impossible. The result is recession and liquidation of malinvestments made during the boom. The thesis also provides an answer to critiques of the Austrian business cycle theo

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Zivanovic, Jelena. "Essays on Credit Markets and Business Cycles." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19356.

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Diese Arbeit befasst sich mit der Rolle der Unternehmenskreditfinanzierung für die Realwirtschaft. Im ersten Teil untersuche ich die Entwicklung der externen Finanzierungsprämien in den USA in Folge von ökonomischen Schocks und finde, dass die Prämie antizyklisch auf Angebots- und monetäre Schocks reagiert. Im zweiten Teil analysiere ich mit Hilfe eines DSGE-Modells, wie die Zusammenfassung aus Bankkreditfinanzierung und Anleihefinanzierung die Transmission von ökonomischen Schocks beeinflusst. Angenommen, dass große Unternehmen größtenteils Anleihenmärkte verwenden und kleine Unternehmen auf

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Jo, In Hwan. "Essays on Business Cycles with Credit Shocks." The Ohio State University, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=osu1429292314.

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Ghiaie, Hamed. "Essais sur l’Économie Financière et la Modélisation des Politiques Économiques." Thesis, Cergy-Pontoise, 2018. http://www.theses.fr/2018CERG0965/document.

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L'économie moderne complexifiée, qui résulte d'une société humaine hétérogène, oblige les économistes et les décideurs à élaborer des modèles économiques complexes. Outre cette complexité, les politiques économiques varient d’un pays à l’autre.Cette thèse aborde ces complexités des économies modernes.Dans les trois premiers chapitres de cette thèse, j'améliore les théories existentes pour évaluer le rôle des agents intermédiaires financiers, des marchés d'immobilier et du crédit dans l'économie, en utilisant des modèles d’Équilibre Général Dynamique et Stochastique (EGDS). Les données de trois

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Morozumi, Atsuyoshi. "Credit market imperfections, nominal rigidities, and business cycles." Thesis, University of Warwick, 2009. http://wrap.warwick.ac.uk/3178/.

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This thesis is a theoretical study of the role of credit market imperfections in business cycle dynamics. In particular, Chapters 2 to 4 focus on the credit channel of the monetary transmission mechanism, while Chapter 5 studies the role of shocks to credit markets in generating business cycle dynamics. The common framework used throughout the thesis is a New Keynesian (NK) framework characterised by imperfect competition and staggered pricesetting. The essence of the credit channel of monetary transmission is endogenous movements in the external finance premium, which, in turn, are caused by

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