Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults

Journal of Economic Dynamics and Control

Volumn 36, Issue 4, 2012, Pages 568-584

  Meeks, Roland ^a,b  

^a FEDERAL RESERVE BANK OF DALLAS   (United States)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Bayesian vector autoregression; Corporate bond spreads; Default rates; Sign restrictions

Indexed keywords

EID: 84856765175     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2011.11.010     Document Type: Article

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