Koopman, Siem Jan; Kräussl, Roman; Lucas, André; … - 2006
No. 2006/33
Credit Cycles and Macro Fundamentals
Siem Jan Koopman, Roman Kräussl,
André Lucas, and André … Working Paper No. 2006/33
Credit Cycles and Macro Fundamentals*
Siem Jan Koopman
1
, Roman Kräussl
2
André Lucas
3 …
,
and André Monteiro
4
December 6, 2006
Abstract:
We study the relation between the credit cycle and macro …