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WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?

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Publication:4685641
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DOI10.1111/IERE.12282zbMath1416.91391OpenAlexW2240034461MaRDI QIDQ4685641

Haroon Mumtaz, Gábor Pintér, Konstantinos Theodoridis

Publication date: 9 October 2018

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: http://qmro.qmul.ac.uk/xmlui/handle/123456789/21042


zbMATH Keywords

credit supply shocksGDP growthvector autoregression models


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic growth models (91B62) Credit risk (91G40)


Related Items (1)

Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US







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