Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model
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- Stefan Avdjiev & Zheng Zeng, 2014. "Credit growth, monetary policy and economic activity in a three-regime TVAR model," Applied Economics, Taylor & Francis Journals, vol. 46(24), pages 2936-2951, August.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Schleer, Frauke & Semmler, Willi & Illner, Julian, 2014. "Overleveraging in the banking sector: Evidence from Europe," ZEW Discussion Papers 14-066, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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More about this item
KeywordsThreshold vector autoregression; regime switching; nonlinearity; business-cycle asymmetry; credit shock;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-08-09 (All new papers)
- NEP-CBA-2014-08-09 (Central Banking)
- NEP-MAC-2014-08-09 (Macroeconomics)
- NEP-MON-2014-08-09 (Monetary Economics)
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