The Application of Causality Analysis for the Bank Lending Channel
碩士 === 國立暨南國際大學 === 經濟學系 === 98 === This paper will investigate the causality of bank lending channel by applying the non-causality test proposed by Toda and Yamamoto (1995). We apply the quarterly data from 1947Q1 to 2009Q4 in the United States and divide the sample into six sub-samples to conduct...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/w248jk |