Publication at Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education |
2020
Abstract
V dannoy rabote otsenivayetsya deystvennost' kreditnykh kanalov monetarnoy trans- missii v Rossii. V kachestve metoda otsenki ispol'zuyetsya dinamicheskaya faktornaya model' s identifikatsiyey shokov denezhno-kreditnoy politiki pri pomoshchi nalozheniya ogranicheniy na znaki impul'snykh funktsiy otklika.
Provedennyy analiz podtverdil dey- stvennost' kanala bankovskogo kreditovaniya po potrebitel'skim kreditam naseleniyu i kratko- i srednesrochnym korporativnym ssudam. Bylo obnaruzheno znachimoye vliyaniye monetarnykh impul'sov na kapital bankov.
Pri etom kanal balansov zayemshchikov okazalsya ne usilivayushchim, a, naoborot, sderzhivayushchim vliyaniye monetarnykh shokov na ekonomiku.