An Empirical Study of Credit Shock Transmission in a Small Open Economy
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- Nathan Bedock & Dalibor Stevanovic, 2017. "An empirical study of credit shock transmission in a small open economy," Canadian Journal of Economics, Canadian Economics Association, vol. 50(2), pages 541-570, May.
References listed on IDEAS
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Cited by:
- Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017.
"Forecasting economic activity in data-rich environment,"
CIRANO Working Papers
2017s-05, CIRANO.
- Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017. "Forecasting economic activity in data-rich environment," EconomiX Working Papers 2017-5, University of Paris Nanterre, EconomiX.
More about this item
Keywords
Credit shock; factor-augmented VARMA; VAR; forecasting;JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2012-07-01 (All new papers)
- NEP-CBA-2012-07-01 (Central Banking)
- NEP-MAC-2012-07-01 (Macroeconomics)
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