The impact of credit supply shocks and a new FCI based on a FAVAR approach
Year of publication: |
2016
|
---|---|
Authors: | Hosszú, Zsuzsanna |
Publisher: |
Budapest : Magyar Nemzeti Bank |
Subject: | dynamic factor model | dual Kalman-filter | financial conditions index | credit supply shocks | time varying parameter VAR |
Series: | MNB Working Papers ; 2016/1 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 857824317 [GVK] hdl:10419/173436 [Handle] |
Classification: | C32 - Time-Series Models ; c38 ; c58 ; E17 - Forecasting and Simulation ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
-
The impact of credit supply shocks and a new FCI based on a FAVAR approach
Hosszú, Zsuzsanna, (2016)
-
Çakmaklı, Cem, (2019)
-
Çakmaklı, Cem, (2019)
- More ...
-
Stress testing at the Magyar Nemzeti Bank
Banai, Ádám, (2014)
-
Impact of the credit supply on the Hungarian economy
Hosszú, Zsuzsanna, (2013)
-
Hosszú, Zsuzsanna, (2011)
- More ...