Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?

DOI10.2202/1558-3708.1253zbMATH Open1225.91065OpenAlexW3122288168MaRDI QIDQ5452736FDOQ5452736

Authors: Alessandro Calza, João Sousa 

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp481.pdf

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Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Credit risk (91G40)

Cited In (5)

• Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach
• Linear cointegration of nonlinear time series with an application to interest rate dynamics
• Does risk aversion affect bank output loss? The case of the eurozone
• Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE*
• Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis

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