Bank credit and economic growth: short-run evidence from a dynamic threshold panel model

DOI10.1016/J.ECONLET.2020.109231zbMath1442.91060OpenAlexW3024188280MaRDI QIDQ777750

Sok Heng Lay

Publication date: 7 July 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109231

zbMATH Keywords

economic growthbank creditdynamic threshold estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Credit risk (91G40)

Cites Work

• Another look at the instrumental variable estimation of error-components models
• Sample Splitting and Threshold Estimation
• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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