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June 1, 20260 citationsOpen Access

Investment Scarring After Banking Crises in BRICS+11: Persistence, Recovery, and the Cultural Moderation of Uncertainty Avoidance

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AKAnna Kovalchuk

Key Points

  • This research aims to understand how cultural factors and governance influence investment recovery after banking crises in BRICS+11 economies.
  • Applied an augmented local projection design to data from 1987–2024 across 11 BRICS+11 economies.
  • Analyzed investment response to seven precisely dated banking-crisis onsets.
  • Utilized Driscoll-Kraay and wild cluster bootstrap for statistical inference.
  • Investment falls by approximately 14 log points one year after banking crisis onset (95% CI not stated).
  • Investment recovery occurs within about two years post-crisis.
  • Cultural uncertainty avoidance significantly moderates investment scarring depth, while pre-crisis governance does not.

Abstract

Banking crises leave lasting marks on investment, but how deep the mark runs and how long it lasts varies across economies. This paper makes three contributions. First, it shows that cultural uncertainty avoidance is a robust moderator of the depth of investment scarring: in a joint specification that puts institutional governance and cultural uncertainty avoidance in direct competition, uncertainty avoidance is associated with the depth of the trough at h=1 under both Driscoll-Kraay and wild cluster bootstrap inference, while pre-crisis governance quality does not survive the joint test at any horizon. Second, it shows that the chosen measure of investment is not innocuous — log levels reveal a trough that the conventional investment-to-GDP ratio masks through a mechanical denominator effect. Third, it documents the full impulse response trajectory of investment across the BRICS+11 bloc as currently constituted. Using an augmented local projection design applied to eleven BRICS+11 economies over 1987–2024, and focusing on the seven precisely dated banking-crisis onsets in the sample, we find that investment falls by roughly 14 log points in the year after onset before recovering within about two years, though longer-horizon estimates are imprecise. Estimates are interpreted as conditional associations rather than causal effects and are robust to alternative crisis dating, a pre-COVID subsample, and leave-one-crisis-out checks.

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Cite This Study

Anna Kovalchuk (2026) studied this question.

synapsesocial.com/papers/6a1d218f02fbce9130637843https://doi.org/10.17605/osf.io/sfqkp
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