Financial Conditions Index and Identification of Credit Supply Shocks for the Euro Area-Reference-Cited by-同舟云学术

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Financial Conditions Index and Identification of Credit Supply Shocks for the Euro Area

Published:2014-12 Issue:3 Volume:17 Page:297-321
ISSN:1367-0271
Container-title:International Finance
language:en
Short-container-title:International Finance

Author:

Moccero Diego Nicolas¹,Pariès Matthieu Darracq²,Maurin Laurent²

Affiliation:

1. European Central Bank; Macro-Financial Linkages Division; Frankfurt am Main Germany

2. European Central Bank; Monetary Analysis Division; Frankfurt am Main Germany

Publisher

Wiley

Subject

Finance,Development,Geography, Planning and Development

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/infi.12056/fullpdf

Reference29 articles.

1. Adrian , T. P. Colla H. S. Shin 2012

2. Angelopoulou , E. H. Balfoussia H. Gibson 2013

3. Determining the Number of Factors in Approximate Factor Models’;Bai;Econometrica,2002

4. Beaton , K. R. Lalonde C. Luu 2009

5. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach’;Bernanke;Quarterly Journal of Economics,2005

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