Financial Instability - a Result of Excess Liquidity or Credit Cycles?
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More about this item
Keywordsfinancial instability; housing bubbles; credit view; money view; cointegrated VAR model; impulse response analysis;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- 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-2011-09-05 (All new papers)
- NEP-BAN-2011-09-05 (Banking)
- NEP-CBA-2011-09-05 (Central Banking)
- NEP-FDG-2011-09-05 (Financial Development & Growth)
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