Dynamic effects of credit shocks in a data-rich environment
Year of publication: |
October 2016
|
---|---|
Authors: | Boivin, Jean ; Gianonni, Marc P. ; Stevanović, Dalibor |
Publisher: |
Montréal : CIRANO, Centre interuniversitaire de recherche en analyse des organisations |
Subject: | Credit shocks | FAVAR | structural factor analysis | Schock | Shock | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Kreditrisiko | Credit risk | Faktorenanalyse | Factor analysis | VAR-Modell | VAR model |
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