Verfügbarkeit: How do credit supply shocks propagate internationally?

How do credit supply shocks propagate internationally?: a GVAR approach

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Bibliographische Detailangaben
Beteiligte Personen:	Eickmeier, Sandra (VerfasserIn), Ng, Tim (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Frankfurt am Main Dt. Bundesbank 2011
Schriftenreihe:	Discussion paper / Deutsche Bundesbank : Series 1, Economic studies 2011,27
Links:	http://hdl.handle.net/10419/54720 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024645043&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Beschreibung:	Auch im Internet verfügbar. - Zsfassung in dt. Sprache
Umfang:	53 S. graph. Darst.
ISBN:	9783865587626 9783865587633

Internformat

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Datensatz im Suchindex

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adam_text	Titel: How do credit supply shocks propagate internationally? Autor: Eickmeier, Sandra Jahr: 2011 Contents 1 Introduction 1 2 Literature relevant to our contributions 3 2.1 Empirical international financial shock transmission literature........ 3 2.2 Credit supply shock identification........................ 4 2.3 Examination of different GVAR weighting schemes.............. 4 3 The GVAR model and its estimation 5 3.1 Theoretical framework.............................. 5 3.2 Estimation .................................... 6 4 Data and VARX setups 7 4.1 Data........................................ 7 4.1.1 Modelled time series........................... 7 4.1.2 Weights used to construct foreign variables.............. 9 4.1.3 Comparison with statistical factors for foreign variables....... 11 4.2 VARX setups................................... 12 5 Model selection and estimation results 13 5.1 Forecasting performance tests and information criteria for alternative GVAR specifications................................... 13 5.2 Estimation results for benchmark specification ................ 15 6 Credit supply shock identification 15 7 Impulse response analysis 18 7.1 Domestic transmission of credit supply shocks................. 18 7.2 International transmission of credit supply shocks............... 19 8 Robustness analysis 22 8.1 The effects of alternative weighting schemes.................. 22 8.2 Further robustness checks............................ 23 9 Concluding remarks 23
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spellingShingle	Eickmeier, Sandra Ng, Tim How do credit supply shocks propagate internationally? a GVAR approach
title	How do credit supply shocks propagate internationally? a GVAR approach
title_auth	How do credit supply shocks propagate internationally? a GVAR approach
title_exact_search	How do credit supply shocks propagate internationally? a GVAR approach
title_full	How do credit supply shocks propagate internationally? a GVAR approach Sandra Eickmeier; Tim Ng
title_fullStr	How do credit supply shocks propagate internationally? a GVAR approach Sandra Eickmeier; Tim Ng
title_full_unstemmed	How do credit supply shocks propagate internationally? a GVAR approach Sandra Eickmeier; Tim Ng
title_short	How do credit supply shocks propagate internationally?
title_sort	how do credit supply shocks propagate internationally a gvar approach
title_sub	a GVAR approach
url	http://hdl.handle.net/10419/54720 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024645043&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV017594637
work_keys_str_mv	AT eickmeiersandra howdocreditsupplyshockspropagateinternationallyagvarapproach AT ngtim howdocreditsupplyshockspropagateinternationallyagvarapproach

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