Estimating the effects of macroprudential policy shocks : a Qual VAR approach
Year of publication: |
October 2015
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Authors: | Tillmann, Peter |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 135.2015, p. 1-4
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Subject: | Macroprudential policy | Qual VAR | LTV | House prices | VAR-Modell | VAR model | Finanzmarktaufsicht | Financial supervision | Immobilienpreis | Real estate price | Wirkungsanalyse | Impact assessment | Schock | Shock | Schätzung | Estimation |
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