Time variation in macro-financial linkages
Year of publication: |
2013
|
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Authors: | Prieto, Esteban ; Eickmeier, Sandra ; Marcellino, Massimiliano |
Institutions: | Deutsche Bundesbank |
Subject: | financial shocks | time-varying parameter VAR model | Global Financial Crisis | macro-financial linkages |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 13/2013 |
Classification: | C32 - Time-Series Models ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; E3 - Prices, Business Fluctuations, and Cycles |
Source: |
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Time variation in macro-financial linkages
Prieto, Esteban, (2013)
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Time Variation in Macro-Financial Linkages
Eickmeier, Sandra, (2013)
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Arend, Mario, (2010)
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Macroeconomic factors and micro-level bank risk
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Classical time-varying FAVAR models - estimation, forecasting and structural analysis
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