Bank Leverage, Credit and GDP in Switzerland: A VAR Analysis 1987-2015

Peter Kugler () and Georg Junge
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Peter Kugler: University of Basel

Working papers from Faculty of Business and Economics - University of Basel

Abstract: A VAR analysis of Swiss data from 1987 to 2015 provides no evidence for significant long and short run influence of leverage on GDP, credit and the interest rate spread. Increasing capital requirements for banks should therefore have no strong negative macroeconomic effects.

Keywords: GDP; credit; leverage interest spread; long and short run impact VAR (search for similar items in EconPapers)
JEL-codes: G21 G28 (search for similar items in EconPapers)
Date: 2017-06-01
New Economics Papers: this item is included in nep-ban
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Persistent link: https://EconPapers.repec.org/RePEc:bsl:wpaper:2017/10

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