Financial stress, regime switching and macrodynamics: Theory and empirics for the US, EU and non-EU countries
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References listed on IDEAS
- Francisco Roch & Harald Uhlig, 2016. "The Dynamics of Sovereign Debt Crises and Bailouts," IMF Working Papers 16/136, International Monetary Fund.
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- repec:cup:macdyn:v:22:y:2018:i:01:p:4-32_00 is not listed on IDEAS
- Mittnik, Stefan & Semmler, Willi, 2018.
"Overleveraging, Financial Fragility, And The Banking–Macro Link: Theory And Empirical Evidence,"
Cambridge University Press, vol. 22(01), pages 4-32, January.
- Mittnik, Stefan & Semmler, Willi, 2014. "Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence," ZEW Discussion Papers 14-110, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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Keywordsfinancial stress; macro dynamics; MRVAR;
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- 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-2013-03-30 (All new papers)
- NEP-BAN-2013-03-30 (Banking)
- NEP-MAC-2013-03-30 (Macroeconomics)
- NEP-OPM-2013-03-30 (Open Economy Macroeconomics)
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