The Janus-faced nature of debt : results from a data-driven cointegrated svar approach
Mattia Guerini, Alessio Moneta, Mauro Napoletano, Andrea Roventini
| Year of publication: |
2020
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|---|---|
| Authors: | Guerini, Mattia ; Moneta, Alessio ; Napoletano, Mauro ; Roventini, Andrea |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 24.2020, 1, p. 24-54
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| Subject: | Business Cycle Fluctuations | Independent Component Analysis | Public and Private Debt | SVAR Identification | VAR-Modell | VAR model | Konjunktur | Business cycle | Kointegration | Cointegration | Öffentliche Schulden | Public debt | Zeitreihenanalyse | Time series analysis | Private Verschuldung | Private debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100518000445 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012163577