Title:

Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?

Authors:

Alessandro Calza (European Central Bank)
João Miguel Sousa (Bank of Portugal)

Journal:

Studies In Nonlinear Dynamics And Econometrics

Year:

2006

Volume:

10

Pages:

1-21

JEL codes:

E31 - Price Level; Inflation; Deflation
E32 - Business Fluctuations; Cycles
E44 - Financial Markets and the Macroeconomy
E23 - Production