Unpublished Manuscripts

Unpublished manuscripts and supplementary files (graphs, data and codes) can be found on this page.


Sy-Hoa Ho, Jamel Saadaoui. Bank Credit and Short-Run Economic Growth: A Dynamic Threshold Panel Model for ASEAN Countries. BETA Working Paper 2020-48 (2020). Available at SSRN: https://papers.ssrn.com/abstract=3723452

Abstract. We investigate short-run nonlinear impacts of bank credit on economic growth in ASEAN countries. We find an inverted L-shaped relationship and a statistically significant threshold of 96.5%. Positive effects of bank credit expansion on short-run economic growth fade away after this threshold.

Keywords: Bank credit, Economic growth, Dynamic threshold estimation, ASEAN.
JEL Classification: C23, E51, G21, O41.


STATA Codes


Stata code for replicate the results of the following article:

Jamel Saadaoui. Global imbalances: Should we use fundamental equilibrium exchange rates? Economic Modelling 47, pp. 383-3982015, 10.1016/j.econmod.2015.02.007

The following dataset has been used in this study :