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...
Gespeichert in:
| 发表在: | MAGKS - Joint Discussion Paper Series in Economics (Band 26-2020) |
|---|---|
| Autoren: | , |
| 格式: | 文件 |
| 语言: | 英语 |
| 出版: |
Philipps-Universität Marburg
2020
|
| 主题: | |
| 在线阅读: | PDF-Volltext |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|
No citations were found for this record.