Do Credit Shocks Matter? A Global Perspective

Do Credit Shocks Matter? A Global Perspective
This paper examines the importance of credit market shocks in driving global business cycles over the period 1988:1-2009:4. We first estimate common components in various macroeconomic and financial variables of the G-7 countries. We then evaluate the role played by credit market shocks using a series of VAR models. Our findings suggest that... READ MORE...

Publication date: November 2010
ISBN 9781455209613
$18.00

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