Liquidity, Credit and Output: A Regime Change Model and Empirical Estimations
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References listed on IDEAS
- Olivier Jean Blanchard & Stanley Fischer, 1989. "Lectures on Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262022834, January.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Carl Chiarella & Peter Flaschel & Willi Semmler, 2001.
"The macrodynamics of debt deflation,"
Chapters,in: Financial Fragility and Investment in the Capitalist Economy, chapter 7
Edward Elgar Publishing.
- Carl Chiarella & Peter Flaschel & Willi Semmler, 1999. "The Macrodynamics of Debt Deflation," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 1999-04, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
More about this item
KeywordsRegime change models; Smooth Transition Regression models; financial-real interaction; thresholds; asymmetry in business cycles;
- 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
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-12-18 (All new papers)
- NEP-BAN-2017-12-18 (Banking)
- NEP-MAC-2017-12-18 (Macroeconomics)
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