Credit Cyclicality in Chile : A Cross-Country Analysis /

This paper analyzes the determinants of credit cyclicality. It constructs a financial development index and studies whether it affects the amplitude of impulse responses to shocks to output, terms of trade, global liquidity, and global risk appetite. The paper uses both country-specific VARs for cro...

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Podrobná bibliografie
Hlavní autor: Soderling, Ludvig
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2008.
Edice:IMF Working Papers; Working Paper ; No. 2008/055
On-line přístup:Full text available on IMF