This paper investigates responses of household debt to COVID-19 related data like confirmed cases and confirmed deaths within a panel VAR framework for OECD countries. We also employ a plethora of non-pharmaceutical and pharmaceutical interventions as shocks. In terms of methodology, we opt for...

The paper examines the impact of non-pharmaceutical interventions on the initial exponential growth of the infected population and the final exponential decay of the infected population. We employ a Bayesian dynamic model to test whether there is learning, a random walk pattern, or another type...

In this paper, we investigate whether COVID-19 has had an impact on household finances, like household debt repayments. To do so, the paper employs a vector autoregressive (VAR) model that nests neural networks and uses Mixed Data Sampling (MIDAS) techniques. We use data information related to...