The credit supply channel of monetary policy : evidence from a FAVAR model with sign restrictions
Year of publication: |
2020
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Authors: | Holguín, Juan S. ; Uribe, Jorge |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 5, p. 2443-2472
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Subject: | Credit channel | FAVAR | Sign restrictions | Monetary policy | Geldpolitik | Geldpolitische Transmission | Monetary transmission | VAR-Modell | VAR model | Schock | Shock | Kreditmarkt | Credit market | Schätzung | Estimation | Kredit | Credit | Konjunktur | Business cycle | Kreditgeschäft | Bank lending |
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