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Output and inflation responses to credit shocks : are there threshold effects in the euro area?
Calza, Alessandro (contributor); Sousa, João (contributor) - 2005
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 US. The results reveal evidence of threshold effects related to credit conditions in the economy....
Persistent link: https://www.econbiz.de/10003014229
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The transmission of monetary policy and technology shocks in the euro area
Alves, Nuno; Brito, José Maria Brandão de; Gomes, Sandra - In: Applied economics 43 (2011) 7/9, pp. 917-927
Persistent link: https://www.econbiz.de/10009124367
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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
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The effects of a technology shock in the euro area
Alves, Nuno; Brito, José Maria Brandão de; Gomes, Sandra - 2006
Persistent link: https://www.econbiz.de/10003303760
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The transmission of monetary and technology shocks in the euro area
Alves, Nuno; Brito, José Maria Brandão de; Gomes, Sandra - 2006
Persistent link: https://www.econbiz.de/10003303782
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Output and Inflation Responses to Credit Shocks : Are There Threshold Effects in the Euro Area?
Calza, Alessandro; Sousa, João - 2021
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 US. The results reveal evidence of threshold effects related to credit conditions in the economy....
Persistent link: https://www.econbiz.de/10013318588