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Do non-performing loans matter for bank lending and the business cycle in euro area countries?
Huljak, Ivan; Martin, Reiner; Moccero, Diego; Pancaro, … - 2020
variables and the macroeconomy by estimating a panel Bayesian VAR model for twelve euro area countries. The model is estimated …
Persistent link: https://www.econbiz.de/10012216605
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Monetary policy transmission over the leverage cycle : evidence for the euro area
Bräuer, Leonie; Rünstler, Gerhard - 2020
We study state dependence in the impact of monetary policy shocks over the leverage cycle for a panel of 10 euro area … countries. We use a Bayesian Threshold Panel SVAR with regime classifications based on credit and house prices cycles. We find …
Persistent link: https://www.econbiz.de/10012241107
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Competition and credit procyclicality in European banking
Leroy, Aurélien; Lucotte, Yannick - In: Journal of banking & finance 99 (2019), pp. 237-251
Persistent link: https://www.econbiz.de/10012162413
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Cyclical fluctuations, co-movement and the role of external shocks in Latin America
Pérez Forero, Fernando J. - 2016
Persistent link: https://www.econbiz.de/10011755600
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Macroeconomic shocks and corporate R&D
Burger, John D.; Sedgley, Norman H.; Tan, Kerry M. - In: The B.E. journal of macroeconomics 17 (2017) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10011743332
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On the link between credit procyclicality and bank competition
Bouvatier, Vincent; López-Villavicencio, Antonia; … - 2010
Persistent link: https://www.econbiz.de/10008748151
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Comovements and structural factors of macroeconomic volatility in developing and transition economies : a dynamic panel data approach
Ouechtati, Ichraf; Zaouali, Amira - 2013
volatility in developing and transition economies, using dynamic panel technique. According to an analysis of variance and …
Persistent link: https://www.econbiz.de/10009788587
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Do institutional changes affect business cycles? : evidence from Europe
Canova, Fabio; Ciccarelli, Matteo; Ortega, Eva - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1520-1533
Persistent link: https://www.econbiz.de/10009701973
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Protectionism and the Business Cycle
Barattieri, Alessandro - 2018
data, we present fresh evidence on the dynamic effects of temporary trade barriers. Estimates from country-level and panel …
Persistent link: https://www.econbiz.de/10012453361
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Protectionism and the Business Cycle
Barattieri, Alessandro - 2018
data, we present fresh evidence on the dynamic effects of temporary trade barriers. Estimates from country-level and panel …
Persistent link: https://www.econbiz.de/10012926407