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Do credit market shocks affect the real economy? : quasi-experimental evidence from the Great Recession and "normal" economic times
Greenstone, Michael; Mas, Alexandre; Nguyen, Hoai-Luu - 2014
Persistent link: https://www.econbiz.de/10010465699
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The changing transmission of uncertainty shocks in the US : an empirical analysis
Mumtaz, Haroon; Theodoridis, Konstantinos - 2014
develop an extended Factor Augmented VAR model that simultaneously allows the estimation of a measure of uncertainty and its … shock has remained fairly stable. Simulations from a non-linear DSGE model suggest that these empirical results are …
Persistent link: https://www.econbiz.de/10010472799
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Feedbacks : financial markets and economic activity
Brunnermeier, Markus Konrad; Palia, Darius; Sastry, … - 2019
Persistent link: https://www.econbiz.de/10012295184
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What do VARs tell us about the impact of a credit supply shock?
Mumtaz, Haroon; Pinter, Gabor; Theodoridis, Konstantinos - 2015
instruments is effective in recovering the underlying shock. In contrast, identification based on recursive schemes and …
Persistent link: https://www.econbiz.de/10010484833
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Interest rate dynamics, variable-rate loan contracts, and the business cycle
Pintus, Patrick A.; Wen, Yi; Xing, Xiaochuan - 2015 - This version: November 4, 2015
Persistent link: https://www.econbiz.de/10011392276
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Financial integration and foreign banks in Latin America : how do they impact the transmission of external financial shocks?
Galindo Andrade, Arturo José; Izquierdo, Alejandro; … - 2010
This paper explores the impact of international financial integration on credit markets in Latin America, using a cross-country dataset covering 17 countries between 1996 and 2008. It is found that financial integration amplifies the impact of international financial shocks on aggregate credit...
Persistent link: https://www.econbiz.de/10010247923
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Spillovers from Euro area and US credit and demand shocks : comparing emerging Europe on the basis of a GVAR model
Fadejeva, Ludmila; Feldkircher, Martin; Reininger, Thomas - 2015
Persistent link: https://www.econbiz.de/10010492924
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The inverted leading indicator property and redistribution effect of the interest rate
Pintus, Patrick A.; Wen, Yi; Xing, Xiaochuan - 2016 - This version: November 23, 2016
Persistent link: https://www.econbiz.de/10011586617
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Revisiting Gertler-Gilchrist evidence on the behavior of small and large firms
Kudlyak, Marianna; Sanchez, Juan M. - 2016 - This draft: March 30, 2016
Persistent link: https://www.econbiz.de/10011538093
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US financial shocks and the distribution of income and consumption in the UK
Mumtaz, Haroon; Theodoridis, Konstantinos - 2018
higher income and higher levels of consumption are affected more by this shock than households located towards the lower end … effect of this shock on aggregate output. …
Persistent link: https://www.econbiz.de/10011787854