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...
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| Materialtyp: | Tidskrift |
| Språk: | English |
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Washington, D.C. :
International Monetary Fund,
2011.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2011/026 |
| Länkar: | Full text available on IMF |