Publikationsserver
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...
Сохранить в:
| Опубликовано в:: | MAGKS - Joint Discussion Paper Series in Economics (Band 26-2020) |
|---|---|
| Главные авторы: | , |
| Формат: | Статья |
| Язык: | английский |
| Опубликовано: |
Philipps-Universität Marburg
2020
|
| Предметы: | |
| Online-ссылка: | PDF-полный текст |
| Метки: |
Добавить метку
Нет меток, Требуется 1-ая метка записи!
|
No citations were found for this record.