Why don’t Banks Lend to the Private Sector in Egypt?

By Herrera Santiago, Hurlin Christophe, and Zaki Chahir
Economic Modelling (2013)

  • Santiago Herrera

    World Bank

    USA

  • Christophe Hurlin

    University of Orléans

    France

  • Chahir Zaki

    Cairo University

    Egypt

Created

September 26, 2013

Last update

September 27, 2013

Software

Matlab

Ranking

82

Visits

2092

Downloads

135

Description

This Matlab code computes the Maximum Likelihood (ML) estimates of the parameters of a disequilibrium model according to the methodology proposed by Maddala and Nelson (1974) or Quandt (1988). The user provides the dependant variable and the explicative variables of both regimes (supply and demand regimes). The ML estimation is done without any constraint on the parameter (by default) or with positivity constraints on the standard errors of both regimes. For more information about the model used, please download the following pdf file.

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