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The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model

https://doi.org/10.2139/ssrn.3973857
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/for.912openalex-extracted
Vector smooth transition regression models for US GDP and the composite index of leading indicators
inferredcites →https://doi.org/10.1016/0304-4076(90)90093-9openalex-extracted
Analysis of time series subject to changes in regime
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Financial Intermediaries and Monetary Economics
inferredcites →https://doi.org/10.1016/j.jbankfin.2016.01.003openalex-extracted
The level effect of bank lending standards on business lending
inferredcites →https://doi.org/10.1016/j.jbankfin.2019.105658openalex-extracted
Loan supply, credit markets and the euro area financial crisis
inferredcites →https://doi.org/10.1016/j.jeconom.2016.02.012openalex-extracted
Gaussian mixture vector autoregression
inferredcites →https://doi.org/10.1016/j.jfs.2016.07.002openalex-extracted
Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades
inferredcites →https://doi.org/10.1016/j.jimonfin.2015.02.013openalex-extracted
The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?
inferredcites →https://doi.org/10.1016/j.jmoneco.2004.01.001openalex-extracted
Does bank lending affect output? Evidence from the U.S. states
inferredcites →https://doi.org/10.1016/j.jmoneco.2009.03.017openalex-extracted
Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
inferredcites →https://doi.org/10.1016/j.jmoneco.2016.03.011openalex-extracted
Lending on Hold: Regulatory Uncertainty and Bank Lending Standards
inferredcites →https://doi.org/10.1080/00036846.2018.1450483openalex-extracted
The time-varying relationship between credit spreads and employment growth
inferredcites →https://doi.org/10.1111/1467-9876.00117openalex-extracted
Finite Mixture Models with Concomitant Information: Assessing Diagnostic Criteria for Diabetes
inferredcites →https://doi.org/10.1111/ecoj.12288openalex-extracted
Bond Spreads and Economic Activity in Eight European Economies
inferredcites →https://doi.org/10.1111/ecoj.12427openalex-extracted
Credit Risk in the Euro Area
inferredcites →https://doi.org/10.1111/jmcb.12119openalex-extracted
The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis
inferredcites →https://doi.org/10.1111/jmcb.12300openalex-extracted
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
inferredcites →https://doi.org/10.1162/003355397555316openalex-extracted
Financial Intermediation, Loanable Funds, and The Real Sector
inferredcites →https://doi.org/10.1257/aer.102.4.1692openalex-extracted
Credit Spreads and Business Cycle Fluctuations
inferredcites →https://doi.org/10.1257/mac.20180059openalex-extracted
Credit Spreads, Financial Crises, and Macroprudential Policy
inferredcites →https://doi.org/10.2139/ssrn.1601937openalex-extracted
Credit and Banking in a DSGE Model of the Euro Area
inferredcites →https://doi.org/10.2139/ssrn.1934167openalex-extracted
Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
inferredcites →https://doi.org/10.2139/ssrn.2321323openalex-extracted
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
inferredcites →https://doi.org/10.2139/ssrn.2676124openalex-extracted
inferredcites →https://doi.org/10.2307/1912559openalex-extracted
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
inferredcites →https://doi.org/10.2307/2601141openalex-extracted
The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach
inferredcites →https://doi.org/10.24149/wp1605openalex-extracted
Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00741.xopenalex-snapshot
Liquidity Shortages and Banking Crises
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