Financial conditions index and credit supply shocks for the euro area
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More about this item
Keywords
credit supply shocks; euro area; factor models; financial conditions index; large dataset; sign restrictions; structural VAR;All these keywords.
JEL classification:
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-04-05 (Banking)
- NEP-CBA-2014-04-05 (Central Banking)
- NEP-EEC-2014-04-05 (European Economics)
- NEP-MAC-2014-04-05 (Macroeconomics)
- NEP-MON-2014-04-05 (Monetary Economics)
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