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dc.contributor.authorWollmershäuser, Timoen_US
dc.contributor.authorRottmann, Horsten_US
dc.date.accessioned2012-03-27en_US
dc.date.accessioned2012-03-30T10:55:24Z-
dc.date.available2012-03-30T10:55:24Z-
dc.date.issued2010en_US
dc.identifier.isbn978-3-937804-26-2en_US
dc.identifier.urihttp://hdl.handle.net/10419/56451-
dc.description.abstractThis paper presents a micro data approach to the identification of credit crunches. Using a survey among German firms which regularly queries the firms' assessment of the current willingness of banks to extend credit we estimate the probability of a restrictive credit supply policy by time taking into account the creditworthiness of borrowers. Creditworthiness is approximated by firm-specific factors, e.g. the firms' assessment of their current business situation and their business expectations. After controlling for the banks' refinancing costs, which are also likely to affect the supply of loans, we derive a credit crunch indicator, which measures that part of the shift in the willingness to lend that is neither explained by firm-specific factors nor by refinancing costs.en_US
dc.language.isoengen_US
dc.publisherHochschule für angewandte Wissenschaften Amberg-Weidenen_US
dc.relation.ispartofseriesHAW im Dialog - Weidener Diskussionspapiere 24en_US
dc.subject.jelC23en_US
dc.subject.jelE44en_US
dc.subject.jelE51en_US
dc.subject.jelG21en_US
dc.subject.ddc330en_US
dc.subject.keywordcredit crunchen_US
dc.subject.keywordloan supplyen_US
dc.subject.keywordsurveysen_US
dc.subject.keywordnonlinear binary outcome panel-data modelsen_US
dc.titleA micro data approach to the identification of credit crunchesen_US
dc.typeWorking Paperen_US
dc.identifier.ppn689269641en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
dc.identifier.repecRePEc:zbw:hawdps:24-
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