Un modello econometrico per il credito bancario alle famiglie in Italia

Luca Casolaro () and Leonardo Gambacorta
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Luca Casolaro: Banca d' Italia, Servizio Studi, Roma

Moneta e Credito, 2005, vol. 58, issue 229, 29-56

Abstract: This paper presents the estimation of an econometric model for bank lending to households in Italy in the period 1984-2003. The model consists of two equations: loans for house purchase and other loans to households (typically consumer credit and loans in the current account). Both equations show a close relationship with the economic trend and the level of real interest rates; household mortgages are also influenced by the dynamics of the housing market and the equity market. The work verifies the existence of structural changes in the equations in relation to the changes occurred in the credit market in the second half of the nineties and breaks down the contribution to growth in lending to households between the different factors.

Keywords: credito bancario; famiglie; prestiti; modello econometrico (search for similar items in EconPapers)
JEL-codes: D12 G21 (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (10)

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