How do US credit supply shocks propagate internationally? A GVAR approach

European Economic Review

Volumn 74, Issue , 2015, Pages 128-145

  Eickmeier, Sandra ^a   Ng, Tim ^b  

^a DEUTSCHE BUNDESBANK   (Germany)

^b New Zealand Treasury   (New Zealand)

Author keywords

Credit supply shocks; Global VAR; International business cycles; Sign restrictions; Trade and financial integration

Indexed keywords

BANKING; BUSINESS CYCLE; CREDIT PROVISION; ECONOMIC INTEGRATION; EXCHANGE RATE; FOREIGN DIRECT INVESTMENT; GROSS DOMESTIC PRODUCT; MACROECONOMICS; NUMERICAL MODEL;

UNITED STATES;

EID: 84920919946     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.euroecorev.2014.11.011     Document Type: Article

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