Reversing the Financial Accelerator : Credit Conditions and Macro-Financial Linkages /

This paper examines the role of credit markets in the transmission of U.S. macro-financial shocks through the prism of a financial conditions index (FCI) based on a vector autoregression (VAR) methodology. It explores the relative predictive power of market variables compared to credit standards/con...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Bayoumi, Tamim
Rannpháirtithe: Darius, Reginald
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2011.
Sraith:IMF Working Papers; Working Paper ; No. 2011/026
Rochtain ar líne:Full text available on IMF