Dynamic Effects of Credit Shocks in a Data-Rich Environment
Copyright policy )Dynamic Effects of Credit Shocks in a Data-Rich Environment
We examine the dynamic effects of credit shocks using a large dataset of U.S. economic and financial indicators in a structural factor model. An identified credit shock resulting in an unanticipate...
- Government of Canada Canada
- UNIVERSITE DE MONTREAL Canada
- Federal Reserve Bank of Dallas United States
- Université du Québec à Montréal
- Center for Economic and Policy Research United States
credit shocks; FAVAR; structural factor analysis, FAVAR, ddc:330, credit shock, structural factor analysis., Credit shocks, Kreditrisiko, Schock, Credit shock, structural factor analysis, E44, Credit shock; Structural factor analysis, structural factor analysis, C32, C55, Makroökonomischer Einfluss, USA, E32, Schätzung, jel: jel:E32, jel: jel:E44, jel: jel:C32
credit shocks; FAVAR; structural factor analysis, FAVAR, ddc:330, credit shock, structural factor analysis., Credit shocks, Kreditrisiko, Schock, Credit shock, structural factor analysis, E44, Credit shock; Structural factor analysis, structural factor analysis, C32, C55, Makroökonomischer Einfluss, USA, E32, Schätzung, jel: jel:E32, jel: jel:E44, jel: jel:C32
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