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An Empirical Assesment of the Effects of Capital Requirements on Banks' Loan Portfolios and Monetary Policy in Indonesia
https://doi.org/10.18999/ecos.60.3.161
https://doi.org/10.18999/ecos.60.3.161b7f5ea26-1681-4abe-a71e-77e48bd1b5db
名前 / ファイル | ライセンス | アクション |
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bambang.pdf (521.6 kB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2013-04-02 | |||||
タイトル | ||||||
タイトル | An Empirical Assesment of the Effects of Capital Requirements on Banks' Loan Portfolios and Monetary Policy in Indonesia | |||||
言語 | en | |||||
著者 |
PRAMONO, BAMBANG
× PRAMONO, BAMBANG |
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アクセス権 | ||||||
アクセス権 | open access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | This paper attempts to provide evidence of the impact of bank capital requirements on banks' loan and on monetary policy in Indonesia, in particular to investigate whether the regulation of capital requirements constrains the effectiveness of monetary policy. Using the Thakor's (1996) model, this study identifies the enforcement of capital requirements lowers supply of bank loans and undermines the effectiveness of a loose monetary policy to support the availability of bank loans in Indonesia Furthermore, this study employs an impulse response analysis from vector auto regression (VAR) model as suggested by Bernanke and Blinder (1992) and finds out the role of capital requirements in explaining the transmission of monetary policy through bank lending channel. It is found that the presence of a CAR leads to a lower response of bank loans to the shock of the monetary policy, which means reducing the impact of monetary policy transmission. | |||||
言語 | en | |||||
出版者 | ||||||
出版者 | 名古屋大学大学院経済学研究科 | |||||
言語 | ja | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
出版タイプ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
ID登録 | ||||||
ID登録 | 10.18999/ecos.60.3.161 | |||||
ID登録タイプ | JaLC | |||||
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関連タイプ | isVersionOf | |||||
識別子タイプ | URI | |||||
関連識別子 | https://www2.soec.nagoya-u.ac.jp/bulletin/proceedings/#vol60 | |||||
ISSN(print) | ||||||
収録物識別子タイプ | PISSN | |||||
収録物識別子 | 0022-9725 | |||||
書誌情報 |
ja : 経済科学 巻 60, 号 3, p. 161-179, 発行日 2013-03-25 |
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値 | publisher | |||||
URI | ||||||
識別子 | http://hdl.handle.net/2237/17760 | |||||
識別子タイプ | HDL |