Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/56451 
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dc.contributor.authorWollmershäuser, Timoen
dc.contributor.authorRottmann, Horsten
dc.date.accessioned2012-03-27-
dc.date.accessioned2012-03-30T10:55:24Z-
dc.date.available2012-03-30T10:55:24Z-
dc.date.issued2010-
dc.identifier.isbn978-3-937804-26-2en
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
dc.language.isoengen
dc.publisher|aHochschule für angewandte Wissenschaften Amberg-Weiden (HAW) |cWeiden i.d.OPf.en
dc.relation.ispartofseries|aWeidener Diskussionspapiere |x24en
dc.subject.jelC23en
dc.subject.jelE44en
dc.subject.jelE51en
dc.subject.jelG21en
dc.subject.ddc330en
dc.subject.keywordcredit crunchen
dc.subject.keywordloan supplyen
dc.subject.keywordsurveysen
dc.subject.keywordnonlinear binary outcome panel-data modelsen
dc.titleA micro data approach to the identification of credit crunches-
dc.typeWorking Paperen
dc.identifier.ppn689269641en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:hawdps:24en

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