Credit cycles and macro fundamentals
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More about this item
KeywordsCredit Cycles; Business Cycles; Bank Lending Conditions; Unobserved Component Models; Intensity Models; Monte Carlo Likelihood;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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