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06-023/2 - Credit Cycles and Macro Fundamentals

  • Authors
    Siem Jan Koopman, Vrije Universiteit Amsterdam; Roman Kraeussl, Vrije Universiteit Amsterdam; Andre Lucas, Vrije Universiteit Amsterdam; Andre Monteiro, Vrije Universiteit Amsterdam
  • Publication date
    March 8, 2006
  • Keywords
    Credit cycles; Business cycles; Bank lending conditions; Unobserved component models; Intensity models
  • JEL
    G11; G21
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