Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
type: Item
instance of: scholarly article
title: Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
zbMATH Open document ID: 1242.91144
author: Roland Meeks
publication date: 2012-07-13T00:00:00Z
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 6055933
zbMATH Keywords: corporate bond spreads
zbMATH Keywords: default rates
zbMATH Keywords: sign restrictions
zbMATH Keywords: Bayesian vector autoregression
MaRDI profile type: Publication
full work available at URL: j.jedc.2011.11.010
OpenAlex ID: W1997056162
cites work: The external finance premium and the macroeconomy: US post-WWII evidence
cites work: Optimal contracts in a dynamic costly state verification model
DOI: 10.1016/J.JEDC.2011.11.010
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6055933