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Credit in the euro area : an empirical investigation using aggregate data
Calza, Alessandro; Manrique, Marta; Sousa, João - In: The quarterly review of economics and finance : journal … 46 (2006) 2, pp. 211-226
Persistent link: https://www.econbiz.de/10003334664
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Output and inflation responses to credit shocks : are threshold effects in the euro area?
Calza, Alessandro (contributor); Sousa, João (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10003558953
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Output and inflation responses to credit shocks : are there threshold effects in the euro area?
Calza, Alessandro (contributor); Sousa, João (contributor) - 2005
This paper investigates whether output and inflation respond asymmetrically to credit shocks in the euro area. The methodology, based on a non-linear VAR system, follows work by Balke (2000) for the US. The results reveal evidence of threshold effects related to credit conditions in the economy....
Persistent link: https://www.econbiz.de/10003014229
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Output and Inflation Responses to Credit Shocks : Are There Threshold Effects in the Euro Area?
Calza, Alessandro; Sousa, João - 2021
This paper investigates whether output and inflation respond asymmetrically to credit shocks in the euro area. The methodology, based on a non-linear VAR system, follows work by Balke (2000) for the US. The results reveal evidence of threshold effects related to credit conditions in the economy....
Persistent link: https://www.econbiz.de/10013318588
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Modelling the demand for loans to the private sector in the euro area
Calza, Alessandro - 2001
Persistent link: https://www.econbiz.de/10013434348
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Financing conditions in the Euro area
Bê Duc, Louis; Bondt, Gabe J. de; Calza, Alessandro; … - 2005
Persistent link: https://www.econbiz.de/10013439449