this link using a factor-augmented vector autoregressive model (FAVAR) which extends a standard VAR for the U …

this link using a factor-augmented vector autoregressive model (FAVAR) which extends a standard VAR for the U …

this link using a factor-augmented vector autoregressive model (FAVAR) which extends a standard VAR for the U … less while risk of riskier and domestic banks reacts more in response to house price shocks. -- FAVAR ; bank risk ; macro …

this link using a factor-augmented vector autoregressive model (FAVAR) which extends a standard VAR for the U … less while risk of riskier and domestic banks reacts more in response to house price shocks. -- FAVAR ; bank risk ; macro …

activities. This paper provides evidence on the link between monetary policy, commercial property prices, and bank risk taking …. We use a factor-augmented vector autoregressive model (FAVAR) for the U.S. for the period 1997-2008. We include standard …. These data allow modeling the reactions of banks' new lending volumes and prices as well as the riskiness of new loans. We …

prices and the risk-taking incentives of banks. We use a factor-augmented vector autoregressive model (FAVAR) for the U … monetary policy loosening or an unexpected increase in property prices. This masks, however, important differences across …