DYNAMIC RELATIONSHIP BETWEEN CAPITAL INFLOWS AND BANK LENDING: THE ROLE OF COMMODITY PRICE AND GLOBAL FINANCIAL MARKET SHOCKS

This paper investigates the dynamic relationship between capital inflows and bank lending in Indonesia. We use a Structural Vector AutoRegression (SVAR) model that allows exogenous international commodity prices and global financial market fluctuations to influence capital inflows. We find that comm...

Full description

Bibliographic Details
Published in:Buletin Ekonomi Moneter dan Perbankan
Main Authors: Doni Satria, Nachrowi Djalal Nachrowi, Telisa A. Falianty, Iskandar Simorangkir
Format: Article
Language:English
Published: Bank Indonesia 2022-02-01
Subjects:
commodity price shocks;
capital inflows;
bank lending;
financial stability.
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/1170

Internet

https://www.bmeb-bi.org/index.php/BEMP/article/view/1170

Similar Items