文章基本信息

标题：OPTIMAL CREDIT GROWTH
本地全文：下载
作者：G.A Diah Utari ; Trinil Arimurti ; Ina Nurmalia Kurnia 等
期刊名称：Bulletin Ekonomi Moneter dan Perbankan
印刷版ISSN：1410-8046
电子版ISSN：2460-9196
出版年度：2012
卷号：15
期号：2
页码：3-34
DOI：10.21098/bemp.v15i2.419
出版社：Bank Indonesia
摘要：Banking credit has an important role in financing the national economy and as engine of economic growth. The high growth of credit is a commonly normal phenomenon as a positive consequence from the increase of financial deepening in economy. On the other hand, one must consider the implication of credit growth towards the financial stabilization and macro condition. Therefore, the policy authority should be able to identify the credit growth that is considered to be risky for the financial system and the macro stability. This research measures the credit growth without negative impact towards the economy and the banking condition. The testing uses Markov Switching (MS) Univariate approach and MS Vector Error Correction Model. The result with MS Univariate approach shows that the upper limit of the real credit growth in moderate regime is about 17.39 percent, while using the MS VECM approach is about 22.15 percent.
关键词：bank; credit; risk; markov switching error correction model