The effect of liquidity shocks on the bank lending channel: Evidence from India

© 2017 Elsevier Inc. Using a structural VAR framework and unique bank liquidity index, this study builds a short run model to analyse dynamic interactions among monetary policy, bank liquidity, and bank lending in India. We find that monetary policy shocks have strong initial and persistent impacts...

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Bibliographic Details
Main Authors: Mishra, A., Burns, Kelly
Format: Journal Article
Published: Elsevier 2017
Online Access:http://hdl.handle.net/20.500.11937/63173