Identifying VARs through Heterogeneity: An Application to Bank Runs
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References listed on IDEAS
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More about this item
KeywordsIdentification; SVAR; panel-VAR; Heterogeneity; Bank run;
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-10 (All new papers)
- NEP-BAN-2010-07-10 (Banking)
- NEP-CBA-2010-07-10 (Central Banking)
- NEP-ECM-2010-07-10 (Econometrics)
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