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Monetary policy transmission to small business loan performance : evidence from loan-level data / by Rodrigo Sekkel, Tamon Takamura and Yaz Terajima.FB3-5/2024-41E-PDF

"This paper analyzes the dynamic and heterogeneous responses of loan performance to a monetary-policy shock using loan-level panel data for small-scale private firms in Canada. Our dataset contains detailed loan characteristics information that allows us to distinguish the effects of the aggregate-demand channel, which affects loan performance through general equilibrium effects, and the cash-flow channel that directly impacts debt service of firms through variable rates"--Abstract, page ii.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.950360&sl=0

Publication information
Department/Agency
  • Bank of Canada, issuing body.
TitleMonetary policy transmission to small business loan performance : evidence from loan-level data / by Rodrigo Sekkel, Tamon Takamura and Yaz Terajima.
Series title
  • Staff working paper = Document de travail du personnel, 1701-9397 ; 2024-41
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • ISSN assigned to different series.
  • "Last updated: October 25, 2024."
  • Includes bibliographical references (pages 22-24).
  • Includes abstract in French.
Publishing information
  • [Ottawa] : Bank of Canada = Banque du Canada, 2024.
  • ©2024
Author / Contributor
  • Sekkel, Rodrigo, author.
Description1 online resource (ii, 24 pages) : graphs.
Catalogue number
  • FB3-5/2024-41E-PDF
Subject terms
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