Browsing ECO Working Papers by Author "BEDOCK, Nathan"

DSpace/Manakin Repository

Browsing ECO Working Papers by Author "BEDOCK, Nathan"

Sort by: Order: Results:

  • Icon
    Title: An Empirical Study of Credit Shock Transmission in a Small Open Economy  Author(s): BEDOCK, Nathan; STEVANOVIC, Dalibor Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: In this paper we identify and measure the effects of credit shocks in a small open economy. To incorporate information from a large number of economic and financial indicators we use the structural factor-augmented VARMA ...