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Is there a financial accelerator in US banking?: Evidence from the cyclicality of banks' price-cost margins

Article ID Journal Published Year Pages File Type
5061105 Economics Letters 2010 5 Pages PDF
Abstract

We show that price-cost margins for US banks are consistently countercyclical, even after controlling for credit risk, the term structure of interest rates and monetary policy. This evidence supports the existence of a “financial accelerator” in US banking.

Keywords
RBCE32E44Financial accelerator
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Is there a financial accelerator in US banking?: Evidence from the cyclicality of banks' price-cost margins
Authors
Roger Aliaga-Díaz, María Pía Olivero,
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Journal
Economics Letters
Journal: Economics Letters
Related Categories
RBC
E32
E44
Financial accelerator
Economics and Econometrics
Economics, Econometrics and Finance (General)
Finance
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