What do VARs Tell Us about the Impact of a Credit Supply Shock?
Year of publication: |
2015-02
|
---|---|
Authors: | Mumtaz, Haroon ; Pinter, Gabor ; Theodoridis, Konstantinos |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Credit supply shocks | Proxy SVAR | Sign restrictions | Identification via heteroscedasticity | DSGE models |
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