Do Credit Supply Shocks Have Asymmetric Effects?

Do Credit Supply Shocks Have Asymmetric Effects?

They do. Partly. We identify credit supply shocks via sign restrictions in a Bayesian VAR and separate them into positive and negative. Using local projections, we find that positive credit supply shocks leave notably different prints in private debt, mortgage debt, and debt:GDP, as opposed to ne...

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Bibliografische gegevens
Gepubliceerd in:MAGKS - Joint Discussion Paper Series in Economics (Band 26-2020)
Hoofdauteurs: Finck, David, Rudel, Paul
Formaat: Artikel
Taal:Engels
Gepubliceerd in: Philipps-Universität Marburg 2020
Onderwerpen:
household debt
Wirtschaft
asymmetry
local projections
credit supply shocks
Economics
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