Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?

DOI10.2202/1558-3708.1253zbMath1225.91065OpenAlexW3122288168MaRDI QIDQ5452736

Alessandro Calza, João Sousa

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp481.pdf

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Credit risk (91G40)

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