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