Browsing Max Weber Programme (MWP) by Subject "E44"

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Browsing Max Weber Programme (MWP) by Subject "E44"

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    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 ...
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    Title: The Great Moderation, the Great Panic and the Great Contraction  Author(s): BEAN, Charles Date: 2010 Type of Publication: Technical Report Series/Report no.: EUI MWP LS Abstract: This lecture examines the causes of the recent financial crisis and subsequent recession. On the macroeconomic side, the Great Moderation encouraged an overly optimistic assessment of risk. Combined with low interest rates, ...