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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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| I publikationen: | MAGKS - Joint Discussion Paper Series in Economics (Band 26-2020) |
|---|---|
| Huvudupphovsmän: | , |
| Materialtyp: | Artikel |
| Språk: | engelska |
| Publicerad: |
Philipps-Universität Marburg
2020
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| Ämnen: | |
| Länkar: | PDF-fulltext |
| Taggar: |
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