Systemic Risks and the Macroeconomy
February 1, 2010
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Format: Chicago
Summary
Subject: Bank credit, Banking, Econometric analysis, Financial institutions, Financial sector policy and analysis, Inflation, Loans, Money, Prices, Systemic risk, Vector autoregression
Keywords: Aggregate demand demand shock, Bank credit, Bank credit demand shocks, Bank credit growth, Bank lending growth, Dynamic Factor Model, Inflation, Loans, Quantile Regressions, Risk indicator, Systemic Risk, Vector autoregression, WP
Publication Details
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Pages:
41
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2010/029
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Stock No:
WPIEA2010029
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ISBN:
9781451962567
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ISSN:
1018-5941