Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults (Q433370)

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Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
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    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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