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Is economic recovery a myth? Robust estimation of impulse responses
Teulings, Coen N.; Zubanov, Nick - 2010
estimation of IRFs by a methodology similar to Jorda's (2005) local projection method is robust to misspecifications of the data … bias, which we apply to panel data from 99 countries for the period 1974-2001. Our estimates suggest that an average …
Persistent link: https://www.econbiz.de/10010276868
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Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
Teulings, Coen N.; Zubanov, Nick - 2010
projectionsestimator to a panel of 99 countries observed between 1974-2001,we find that an average banking crisis yields a long-term GDP …
Persistent link: https://www.econbiz.de/10010325680
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Is economic recovery a myth? : robust estimation of impulse responses
Teulings, Coen N.; Zubanov, Nick - 2010
estimation of IRFs by a methodology similar to Jorda's (2005) local projection method is robust to misspecifications of the data … bias, which we apply to panel data from 99 countries for the period 1974-2001. Our estimates suggest that an average … more severe for African countries and economies in transition. -- banking crisis ; impulse response ; panel data …
Persistent link: https://www.econbiz.de/10003965880
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Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
Teulings, Coen N. - 2013
estimation of IRFs by a methodology similar to Jorda's (2005) local projection method is robust to misspecifications of the data … bias, which we apply to panel data from 99 countries for the period 1974-2001. Our estimates suggest that an average …
Persistent link: https://www.econbiz.de/10013094806
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Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
Teulings, Coen N; Zubanov, Nick - C.E.P.R. Discussion Papers - 2010
estimation of IRFs by a methodology similar to Jorda's (2005) local projection method is robust to misspecifications of the data … bias, which we apply to panel data from 99 countries for the period 1974-2001. Our estimates suggest that an average …
Persistent link: https://www.econbiz.de/10008530359
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Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
Teulings, Coenraad N.; Zubanov, Nick - CESifo - 2010
estimation of IRFs by a methodology similar to Jorda's (2005) local projection method is robust to misspecifications of the data … bias, which we apply to panel data from 99 countries for the period 1974-2001. Our estimates suggest that an average …
Persistent link: https://www.econbiz.de/10008583657
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Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
Teulings, Coen N.; Zubanov, Nick - Tinbergen Instituut - 2010
simulations show works well. Applying our corrected local projectionsestimator to a panel of 99 countries observed between 1974 …
Persistent link: https://www.econbiz.de/10011255652
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Financial liberalization and banking crisis : a spatial panel model
Triki, Mohamed Bilel; Maktouf, Samir - In: Journal of applied finance & banking 2 (2012) 3, pp. 81-122
, we adopted a panel model with spatial dependency from a transmission channel points towards trade interactions to … estimate the parameters of the model on a panel of 40 emerging and developed countries during 1989-2010. The empirical results …
Persistent link: https://www.econbiz.de/10009565371
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Asset encumbrance in euro area banks : analysing trends, drivers and prediction properties for individual bank crises
Berthonnaud, Pierre; Cesati, Enrico; Drudi, Maria Ludovica - 2021
Asset encumbrance is a central concept in the context of banks’ liquidity crises, as it is associated with their capacity to obtain secured funding. This occasional paper summarises the work carried out by the task force on asset encumbrance, bringing together analyses by the ECB and those...
Persistent link: https://www.econbiz.de/10012617772
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Recovery from Crises and Lending
B, Kata - 2016
During the recovery from the recent crisis, the general role of lending in economic growth, and particularly in the recovery from financial crises, has become an important issue. In this paper, we review the major differences between creditless recovery episodes and recoveries accompanied by...
Persistent link: https://www.econbiz.de/10012995766