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Credit in the euro area: An empirical investigation using aggregate data

Calza, Alessandro; Manrique, Marta; Sousa, Joao - In: The Quarterly Review of Economics and Finance 46 (2006) 2, pp. 211-226

Persistent link: https://www.econbiz.de/10005388490

Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?

Calza, Alessandro; Sousa, João - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 2

This paper investigates whether output and inflation respond asymmetrically to credit shocks in the euro area. The methodology, based on a non-linear VAR system, follows work by Balke (2000) for the U.S. The results reveal evidence of threshold effects related to credit conditions in the...

Persistent link: https://www.econbiz.de/10014620936

Output and inflation responses to credit shocks : are threshold effects in the euro area?

Calza, Alessandro; Sousa, João - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10009949868

Output and inflation responses to credit shocks : are threshold effects in the euro area?

Calza, Alessandro (contributor); Sousa, João (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10003558953

Comparison of two new short-term wind-power forecasting systems

Ramirez-Rosado, Ignacio J.; Fernandez-Jimenez, L. Alfredo; … - In: Renewable Energy 34 (2009) 7, pp. 1848-1854

This paper presents a comparison of two new advanced statistical short-term wind-power forecasting systems developed by two independent research teams. The input variables used in both systems were the same: forecasted meteorological variable values obtained from a numerical weather prediction...

Persistent link: https://www.econbiz.de/10011044902

Predicting risk premium under changes in the conditional distribution of stock returns

Sousa, João; Sousa, Ricardo M. - In: Journal of international financial markets, … 50 (2017), pp. 204-218

Persistent link: https://www.econbiz.de/10011896275

User-generated content's influence on tourist destination image : a generational perspective

Correia, Ricardo; Aksionova, Evelina; Venciūtė, Dominyka - In: Consumer Behavior in Tourism and Hospitality 20 (2025) 2, pp. 167-185

Persistent link: https://www.econbiz.de/10015422643

Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?

Calza, Alessandro; JoÃ£o Sousa - In: Studies in Nonlinear Dynamics & Econometrics 10 (2007) 2, pp. 1253-1253

Persistent link: https://www.econbiz.de/10005007692

Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?

Calza, Alessandro; JoÃ£o Sousa - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 2, pp. 1253-1253

Persistent link: https://www.econbiz.de/10005751417

An econometric analysis of the main components of M3 in the Euro area

Calza, Alessandro; Jung, Alexander; Stracca, Livio - In: Review of World Economics (Weltwirtschaftliches Archiv) 136 (2000) 4, pp. 680-701

Persistent link: https://www.econbiz.de/10005759659