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Credit Supply Dynamics and Economic Activity in Euro Area Countries: A Time-Varying Parameter VAR Analysis
6 references·3 citing·38 second hop
Credit Supply Dynamics and Economic Activity in Euro Area Countries: A Time-Varying Parameter VAR Analysis (2014)Credit Supply Dynamics and Economic Activ…How Do Credit Supply Shocks Propagate Internationally? A Gvar Approach (2016)How Do Credit Supply Shocks P…Methods for Applied Macroeconomic Research (2011)Methods for Applied Macroecon…Macroeconomics and Volatility: Data, Models, and Estimation (2010)Macroeconomics and Volatility…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Review of Macroeconomic Modelling in the Eurosystem: Current Practices and Scope for Improvement (2021)Review of Macroeconomic Model…Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach (2021)Identifying credit demand, fi…Agriculture and inflation: Expected and unexpected shocks (2021)Agriculture and inflation: Ex…The External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004 (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)Credit Spreads and Monetary Policy (2009)Exploring the Dynamics of Global Liquidity (2012)A global macro model for emerging Europe (2014)EVALUATING THEORIES OF BANK RUNS WITH HETEROGENEITY RESTRICTIONS (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Computing DSGE models with recursive preferences and stochastic volatility (2011)Financial Risk Measurement for Financial Risk Management (2013)Volatility-of-Volatility Risk (2018)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)An Analysis of the Determinants of Credit Default Swap Spread Changes Before and During the Subprime Financial Turmoil (2010)Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregates (2011)Characterising the financial cycle : don't lose sight of the medium term! (2012)Credit Cycles (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Impact of Uncertainty Shocks (2009)Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey (2022)Econometric policy evaluation: A critique (1976)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Does the Stock Market Overreact? (1985)Endogenous Technological Change (1990)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Theory of Demand Shocks (2009)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)Panel Vector Autoregressive Models: A Survey (2013)
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References

  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2011Methods for Applied Macroeconomic Research573 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area199 cited
  • 2010Macroeconomics and Volatility: Data, Models, and Estimation124 cited
  • 2016How Do Credit Supply Shocks Propagate Internationally? A Gvar Approach84 cited

Cited by

  • 2021Agriculture and inflation: Expected and unexpected shocks16 cited
  • 2021Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach14 cited
  • 2021Review of Macroeconomic Modelling in the Eurosystem: Current Practices and Scope for Improvement10 cited

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