Modeling Credit Aggregates
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- Maria Teresa VALDERRAMA & Sylvia KAUFMANN, 2010. "Modeling Credit Aggregates," EcoMod2004 330600146, EcoMod.
References listed on IDEAS
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More about this item
Keywords
Asymmetry and amplification; credit aggregates; market-based and bank-based financial systems;All these keywords.
JEL classification:
- 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
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2004-10-21 (European Economics)
- NEP-MON-2004-10-21 (Monetary Economics)
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