Dynamic effects of credit shocks in a data-rich environment
Jean Boivin, Marc P. Giannoni, Dalibor Stevanović
| Year of publication: |
2020
|
|---|---|
| Authors: | Boivin, Jean ; Giannoni, Marc Paolo ; Stevanović, Dalibor |
| Subject: | Credit shocks | FAVAR | Structural factor analysis | Schock | Shock | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Kreditrisiko | Credit risk | Faktorenanalyse | Factor analysis | VAR-Modell | VAR model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2018.1497507 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262465