EconStor >
Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), Essen >
RWI Discussion Papers >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/18557
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorNehls, Hiltruden_US
dc.contributor.authorSchmidt, Torstenen_US
dc.coverage.temporal2002en_US
dc.date.accessioned2009-01-28T15:48:37Z-
dc.date.available2009-01-28T15:48:37Z-
dc.date.issued2003en_US
dc.identifier.urihttp://hdl.handle.net/10419/18557-
dc.description.abstractThis paper evaluates whether the Germany economy is currently affected by a credit crunch,i.e.a supply-side restriction of loans that is not in line with market interest rates and profitability of investment projects.With help of a disequilibrium-model,we calculate a credit supply and a demand-function.We compare estimated demand with estimated supply,finding a considerable ex- cess-demand particularly in the second half of 2002.The main reason for this restriction is the drop in earnings in the banking sector.Applying the model to Großbanken (big banks)and other credit institutions separately,shows that the situation in the former is more severe than in the latter.en_US
dc.language.isoengen_US
dc.publisheren_US
dc.relation.ispartofseriesRWI Discussion Papers 6en_US
dc.subject.jelG21en_US
dc.subject.jelE51en_US
dc.subject.jelC32en_US
dc.subject.ddc330en_US
dc.subject.stwKreditrationierungen_US
dc.subject.stwKredittheorieen_US
dc.subject.stwNicht-Walrasianisches Gleichgewichten_US
dc.subject.stwSchätzungen_US
dc.subject.stwDeutschlanden_US
dc.titleCredit Crunch in Germany?en_US
dc.typeWorking Paperen_US
dc.identifier.ppn367418282en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:RWI Discussion Papers
Publikationen von Forscherinnen und Forschern des RWI

Files in This Item:
File Description SizeFormat
DP_03_006.pdf123.89 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.