The response of household debt to COVID-19 using a neural networks VAR in OECD
Emmanuel C. Mamatzakis, Steven Ongena, Mike G. Tsionas
| Year of publication: |
2023
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|---|---|
| Authors: | Mamatzakis, Emmanuel C. ; Ongena, Steven ; Tsionas, Efthymios G. |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 1, p. 65-91
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| Subject: | ANN | COVID-19 | Household debt | MIDAS | OECD | Panel VAR | Coronavirus | OECD-Staaten | OECD countries | Private Verschuldung | Private debt | VAR-Modell | VAR model | Neuronale Netze | Neural networks | Privater Haushalt | Household | Schock | Shock | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02325-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329035