Credit-Related Shocks in VAR models: the Case of Lithuania
This article provides empirical evidence on the role played by credit-related shocks over the business cycle in Lithuania. To this end, we estimate a vector auto regression (VAR) with credit and housing variables and identify credit-related shocks. Using sign restriction, we identify credit supply s...
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| Veröffentlicht in: | Ekonomika |
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| 1. Verfasser: | |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Vilniaus Universitetas
2017
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| Online-Zugang: | https://www.redalyc.org/articulo.oa?id=692273663001 |
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