Koopman, Siem Jan; Kräussl, Roman; Lucas, André; … - Center for Financial Studies - 2007
the credit cycle from the micro rating data. We relate this cycle to the business cycle, bank lending conditions, and … cycle to the business cycle, bank lending conditions, and
financial market variables. In line with earlier studies, these …
JEL Classification: G11, G21
Keywords: Credit Cycles, Business Cycles, Bank Lending Conditions, Unobserved …