Credit growth, monetary policy, and economic activity in a three-regime TVAR model

by Stefan Avdjiev and Zheng Zeng

Year of publication:	2014
Authors:	Avdjiev, Stefan ; Zeng, Zheng
Publisher:	[Basel] : Bank for Internat. Settlements
Subject:	threshold vector autoregression \| regime switching \| nonlinearity \| business-cycle asymmetry \| credit shock \| Geldpolitik \| Monetary policy \| VAR-Modell \| VAR model \| Schock \| Shock \| Konjunktur \| Business cycle \| Schätzung \| Estimation \| Kredit \| Credit \| Theorie \| Theory \| Geldpolitische Transmission \| Monetary transmission \| Zeitreihenanalyse \| Time series analysis

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