![Sample our Economics, Finance,Business & Industry journals, sign in here to start your access, latest two full volumes FREE to you for 14 days]({"type":"image" , "src" : "/sda/5931/TOC-Subject-Sample-2021-Economics-Finance-Business-Industry.jpg"})
ABSTRACT
This study uses a dynamic panel threshold model to explore how the relationship between bank lending and its main determinants depends on various threshold variables. Using a novel instrument to address endogeneity, we find strong evidence for the threshold effects of bank characteristics on loan growth.
Disclosure statement
No potential conflict of interest was reported by the author(s).
Notes
1 We set the maximum lag of y and x used as instruments to 4.
2 They use banks’ exposure to the real estate sector multiplied by changes in house prices as an instrument variable for bank capital.
Additional information
Funding
Support for this project was provided by the PSC-CUNY Award [62108-00 50], jointly funded by The Professional Staff Congress and The City University of New York.