Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults (Q433370): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B64 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6055933 / rank | |||
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corporate bond spreads | |||
| Property / zbMATH Keywords: corporate bond spreads / rank | |||
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default rates | |||
| Property / zbMATH Keywords: default rates / rank | |||
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sign restrictions | |||
| Property / zbMATH Keywords: sign restrictions / rank | |||
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Bayesian vector autoregression | |||
| Property / zbMATH Keywords: Bayesian vector autoregression / rank | |||
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Revision as of 00:24, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults |
scientific article |
Statements
Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults (English)
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13 July 2012
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corporate bond spreads
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default rates
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sign restrictions
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Bayesian vector autoregression
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