Nothing Special   »   [go: up one dir, main page]
create a website
An Empirical Analysis of the Credit-Output Relationship: Evidence from Peru. (2011). Lahura, Erick.
In: Working Papers.
RePEc:rbp:wpaper:2011-018.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Azariadis, C. and B. Smith (1998),âFinancial Intermediation and Regime Switching in Business Cyclesâ, American Economic Review, Vol. 88, No. 3, June. pp. 516-536.
    Paper not yet in RePEc: Add citation now

  2. Balke, Nathan (2000), âCredit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocksâ, The Review of Economics and Statistics, Vol. 82, No. 2, May. pp. 344-349.

  3. Bernanke, B. and M. Gertler (1989), âAgency Costs, Net Worth, and Business Fluctuations â, American Economic Review, Vol. 79, No. 1, March. pp. 14-31.

  4. Bhargava, Alok (1986), âOn the Theory of Testing for Unit Roots in Observed Time Seriesâ, Review of Economics Studies,Vol. 53, No. 3, July. pp. 369-84.

  5. Biggs, M., T. Mayer and A. Pick (2009), âCredit and economic recoveryâ, DNB Working Paper No. 218.
    Paper not yet in RePEc: Add citation now
  6. Blinder, Alan (1987), âCredit Rationing and Eïective Supply Failuresâ, Economic Journal Vol. 97, No. 386, June. pp. 327-352.
    Paper not yet in RePEc: Add citation now

  7. Bordo, M. and J. Haubrich (2009),âCredit Crises, Money and Contractions: A Historical Viewâ, NBER Working Paper, No. 15389, September.

  8. Calvo, G., A. Izquierdo, and E. Talvi (2006a), âPhoenix miracles in emerging markets: Recovering without credit from systemic ïnancial crisesâ, NBER Working Paper, No. 12101, August.

  9. Calvo, G., A. Izquierdo, and E. Talvi (2006b), âSudden stops and Phoenix miracles in emerging marketsâ American Economic Review,Vol. 96, No. 2, May. pp. 405-410.

  10. Castillo, P. and J. Salas (2008), âChoques de terminos de intercambio y ïuctuaciones economicas en economÄas en desarrollo pequeas y abiertas: un analisis de tendencias comunesâ, Central Bank of Peru XXVII Economist Annual Meeting., Noviembre. pp. 2-33.
    Paper not yet in RePEc: Add citation now

  11. Christiano, L., R. Motto, and M. Rostagno (2007), âTwo Reasons Why Money and Credit May be Useful in Monetary Policyâ. NBER Working Paper No. 13502, October. pp. 1-43.

  12. Claessens, Stijn, M. Khose and E. Terrones (2009), âA recovery without credit. Possible, but â, www.voxeu.org /index.php?q=node/ 3600, Mayo 22.
    Paper not yet in RePEc: Add citation now
  13. DeJong, D. N., J. C. Nankervis, N. E. Savin, and C. H. Whiteman (1992),âThe Power Problem of Unit Root Tests in Time Series with Autoregressive Errorsâ, Journal of Econometrics, Vol. 53, No. 1-3, July-September. pp 323343.
    Paper not yet in RePEc: Add citation now
  14. Elliot, G., T. Rothenberg y J. Hamilton (1996), âEïcient Tests for an Autoregressive Unit Rootâ, Econometrica, Vol. 64, No. 4, pp. 813-836.
    Paper not yet in RePEc: Add citation now
  15. Faust, J., S. Gilchrist , J. Wright , Z. and Egon (2011), âCredit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approachâ, NBER WP, No. 16725, January. pp. 1-41.
    Paper not yet in RePEc: Add citation now

  16. Gilchrist, S., V. Yankov , and E. Zakrajsek (2009),âCredit market shocks and economic ïuctuations: evidence from corporate bond and stock marketsâ, NBER Working Papers, No. 14863, April. pp. 1-50.

  17. Gilchrist, S.and E. Zakrajsek. (2011), âDecomposition of Hardy Functions into Square Integrable Wavelets of Constant Shapeâ, Credit Spreads and Business Cycle Fluctuations. NBER WP, No. 17021, May. pp. 1-37.

  18. Hamilton, James (1994), âTime Series Analysisâ, Princeton, New Jersey: Princeton University Press.
    Paper not yet in RePEc: Add citation now

  19. Helbling, T., R. Huidrom , M. Kose , and O. Christopher (2011), âDo credit shocks matter? A global perspectiveâ, European Economic Review, Vol. 55, No. 3, April. pp. 340-353.

  20. Hendry, David (1995),âDynamic Econometricsâ, Oxford University Press.
    Paper not yet in RePEc: Add citation now
  21. Johansen, Soren (1995), âLikelihood-based inference in cointegrated vector autoregressive modelsâ, New York: Oxford University Press.
    Paper not yet in RePEc: Add citation now

  22. Jorda, O., S. Moritz, and M. Taylor (2010), âFinancial Crises, Credit Booms, and External Imbalances: 140 years of lessonsâ, NBER Working Paper, No. 16567, December. pp. 1-43.

  23. Lahura, E. and H. Vega (2011) âEl Impulso Crediticio y el PBI en el Peru: 19922009 â, Banco Central de reserva del Peru. Febrero, DT N 2011-01, Febrero. pp. 1-41.
    Paper not yet in RePEc: Add citation now

  24. Meeks, Roland (2009), âCredit market shocks: evidence from corporate spreads and defaults, Working Paperâ, Federal Reserve Bank of Dallas., No. 0906, pp. 1-38.

  25. Ng, S. and P. Perron (2001),âLAG Length Selection and the Construction of Unit Root Tests with Good Size and Powerâ, Econometrica, Vol. 69, No. 6, November. pp 1519-1554.

  26. Perri, F. and V. Quadrini (2010), âInternational recessionsâ, Working Paper, University of Minnesota.
    Paper not yet in RePEc: Add citation now

  27. Perron, P. and G. Rodriguez (2003), âGLS detrending, eïcient unit root tests and structural change.âJournal of Econometrics, Elsevier, Vol. 115, No. 1, July. pp. 1-27.

  28. Perron, Phillips(1987), âTime Series Regression with a Unit Root.âJournal of Econometrics, Vol. 55, No. 2, March. pp. 277-301.
    Paper not yet in RePEc: Add citation now
  29. Perron, Phillips(1988), âRegression Theory for Near-Integrated Time Series.âJournal of Econometrics, Vol. 56, No. 5, September. pp. 1021 - 43.
    Paper not yet in RePEc: Add citation now

  30. Sargent, T. and P. Surico (2011), âTwo Illustrations of the Quantity Theory of Money: Breakdowns and Revivalsâ, (American Economic Review, American Economic Association, vol. 101, No. 1, February. pp. 109-28.

  31. Schularick, M. and Alan M. Taylor (2009), âCredit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008â, NBER WP, No. 15512, November. pp. 1-38.

  32. Schwarz, G. (1978) âEstimating the Dimension of a Modelâ, Annals of Statistics, Vol. 6, No. 2, March. pp. 461-464.
    Paper not yet in RePEc: Add citation now

  33. Sims, Christopher, Stock, James y Watson, Mark W, âInference in Linear Time Series Models with some Unit Roots(1990)â, Econometrica, Vol. 58, No. 1, January. pp 113-144.

  34. Unit root tests suggest that log of seasonal-adjusted real GDP (LGDP) is a unit root process, containing both deterministic and stochastic trends. Thus, using GLS detrending as in Ng-Perron (2001), we can obtain the non-deterministic part of LGDP, denoted by GDP, which is by deïnition a unit root process.
    Paper not yet in RePEc: Add citation now
  35. Zivot, E. and D. Andrews (1992),âFurther evidence of the great crash, the oil-price shock and the unit-root hypothesisâ, Journal of Business and Economic Statistics, Vol. 10, No. 3, July. pp 251-270. APPENDICES A Output growth and credit impulse.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps. (2015). Vašíček, Bořek ; Vaiek, Boek ; trba, Filip ; Mio, Ronghui ; Calice, Giovanni .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:174-189.

    Full description at Econpapers || Download paper

  2. Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples. (2014). Morley, James ; Eo, Yunjong ; Donayre, Luiggi.
    In: Working Papers.
    RePEc:syd:wpaper:2014-04.

    Full description at Econpapers || Download paper

  3. Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013. (2014). Milas, Costas.
    In: Working Paper series.
    RePEc:rim:rimwps:13_14.

    Full description at Econpapers || Download paper

  4. Financial Conditions and Density Forecasts for US Output and Inflation. (2014). mumtaz, haroon ; Alessandri, Piergiorgio.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp715.

    Full description at Econpapers || Download paper

  5. Financial stress and economic activity in Germany. (2014). van Roye, Björn.
    In: Empirica.
    RePEc:kap:empiri:v:41:y:2014:i:1:p:101-126.

    Full description at Econpapers || Download paper

  6. Household indebtedness in Korea: Its causes and sustainability. (2014). Lee, Dongyeol ; Son, Minkyu ; Kim, Hyun Jeong.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:29:y:2014:i:c:p:59-76.

    Full description at Econpapers || Download paper

  7. Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters. (2014). Theodoridis, Konstantinos ; mumtaz, haroon ; Barnett, Alina.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:1:p:129-143.

    Full description at Econpapers || Download paper

  8. Time variation in macro-financial linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra.
    In: Discussion Papers.
    RePEc:zbw:bubdps:132013.

    Full description at Econpapers || Download paper

  9. A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting. (2013). Niu, Linlin ; Li, BO ; Chen, Ying.
    In: Working Papers.
    RePEc:wyi:wpaper:002208.

    Full description at Econpapers || Download paper

  10. Fiscal Policies and Credit Regimes: A TVAR Approach. (2013). Roventini, Andrea ; Fagiolo, Giorgio ; Ferraresi, Tommaso.
    In: Working Papers.
    RePEc:ver:wpaper:03/2013.

    Full description at Econpapers || Download paper

  11. State-Dependent Effects of Fiscal Policy.. (2013). Panovska, Irina .
    In: Discussion Papers.
    RePEc:swe:wpaper:2012-27b.

    Full description at Econpapers || Download paper

  12. Fiscal Policies and Credit Regimes: A TVAR Approach. (2013). Roventini, Andrea ; Fagiolo, Giorgio ; Ferraresi, Tommaso.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2013/03.

    Full description at Econpapers || Download paper

  13. RESTRICTION OF CREDIT AFTER THE CRISIS OR A DIFFERENT ALLOCATION OF RESOURCES? THE ITALIAN CASE. (2013). Emiliano, Colantonio ; Antonella, Perrucci ; Iacopo, Odoardi ; Nicola, Mattoscio .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2013:i:1:p:481-490.

    Full description at Econpapers || Download paper

  14. The Dynamics of Deposit Euroization in European Post-Transition Countries: Evidence from Threshold VAR. (2013). Tkalec, Marina.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2013:i:1:b:4.

    Full description at Econpapers || Download paper

  15. Fiscal policies and credit regimes: a tvar approach. (2013). Roventini, Andrea ; Fagiolo, Giorgio ; Ferraresi, Tommaso.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1302.

    Full description at Econpapers || Download paper

  16. Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach. (2013). Zheng, Jasmine.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-64.

    Full description at Econpapers || Download paper

  17. Identifying multiple regimes in the model of credit to households. (2013). Serwa, Dobromił.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:198-208.

    Full description at Econpapers || Download paper

  18. Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps. (2013). Vašíček, Bořek ; Vasicek, Borek ; Miao, RongHui ; Calice, Giovanni ; Sterba, Filip .
    In: Working Papers.
    RePEc:cnb:wpaper:2013/13.

    Full description at Econpapers || Download paper

  19. The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts. (2013). Franta, Michal.
    In: Working Papers.
    RePEc:cnb:wpaper:2013/09.

    Full description at Econpapers || Download paper

  20. Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices. (2013). Wu, Jyh-lin ; Chou, Yu-Hsi ; Chen, Nan-Kuang.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:18:y:2013:i:4:p:431-455.

    Full description at Econpapers || Download paper

  21. Impact of Wheat and Rice Export Ban on Indian Market Integration. (2013). Baylis, Kathy ; Mallory, Mindy ; Jolejole-Foreman, Maria Christina .
    In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
    RePEc:ags:aaea13:150595.

    Full description at Econpapers || Download paper

  22. Thresholds and Smooth Transitions in Vector Autoregressive Models. (2013). Teräsvirta, Timo ; Hubrich, Kirstin ; Terasvirta, Timo.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-18.

    Full description at Econpapers || Download paper

  23. Fiscal Multipliers and the State of the Economy. (2012). Weber, Anke ; Ribeiro, Marcos Poplawski ; Baum, Anja.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/286.

    Full description at Econpapers || Download paper

  24. The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR. (2012). Tkalec, Marina.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:62:y:2012:i:3:p:278-296.

    Full description at Econpapers || Download paper

  25. Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions. (2012). Mandler, Martin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:3:p:422-425.

    Full description at Econpapers || Download paper

  26. Macroeconomic transitions and the transmission mechanism: Evidence from Turkey. (2012). Martin, Christopher ; catik, nazif ; atak, Nazif A..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1440-1449.

    Full description at Econpapers || Download paper

  27. Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults. (2012). Meeks, Roland.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:4:p:568-584.

    Full description at Econpapers || Download paper

  28. Macroeconomic uncertainty and the impact of oil shocks. (2012). Van Robays, Ine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121479.

    Full description at Econpapers || Download paper

  29. Macroeconomic Uncertainty and the Impact of Oil Shocks. (2012). Van Robays, Ine.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3937.

    Full description at Econpapers || Download paper

  30. An Empirical Analysis of the Credit-Output Relationship: Evidence from Peru. (2011). Lahura, Erick.
    In: Working Papers.
    RePEc:rbp:wpaper:2011-018.

    Full description at Econpapers || Download paper

  31. The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR. (2011). Tkalec, Marina.
    In: Working Papers.
    RePEc:iez:wpaper:1102.

    Full description at Econpapers || Download paper

  32. Do credit shocks matter? A global perspective. (2011). Otrok, Christopher ; Kose, Ayhan ; Huidrom, Raju ; Helbling, Thomas .
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:3:p:340-353.

    Full description at Econpapers || Download paper

  33. Larger crises cost more: Impact of banking sector instability on output growth. (2010). Serwa, Dobromił.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:8:p:1463-1481.

    Full description at Econpapers || Download paper

  34. The Role of Financial Variables in Predicting Economic Activity in the Euro Area. (2009). Lombardi, Marco ; Fornari, Fabio ; Espinoza, Raphael A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/241.

    Full description at Econpapers || Download paper

  35. Credit market shocks: evidence from corporate spreads and defaults. (2009). Meeks, Roland.
    In: Working Papers.
    RePEc:fip:feddwp:0906.

    Full description at Econpapers || Download paper

  36. Banking crises and nonlinear linkages between credit and output. (2008). Serwa, Dobromił.
    In: Working Papers.
    RePEc:wse:wpaper:30.

    Full description at Econpapers || Download paper

  37. Deposit rate ceilings and monetary transmission in the US. (2008). Mertens, Karel.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:7:p:1290-1302.

    Full description at Econpapers || Download paper

  38. More Potent Monetary Policy? Insights from a Threshold Model. (2007). Jaaskela, Jarkko .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2007-07.

    Full description at Econpapers || Download paper

  39. Banking crises and nonlinear linkages between credit and output. (2007). Serwa, Dobromił.
    In: MPRA Paper.
    RePEc:pra:mprapa:5946.

    Full description at Econpapers || Download paper

  40. Larger crises cost more: impact of banking sector instability on output growth. (2007). Serwa, Dobromił.
    In: MPRA Paper.
    RePEc:pra:mprapa:5101.

    Full description at Econpapers || Download paper

  41. Nonlinear Phillips curve, sacrifice ratio, and the natural rate of unemployment. (2007). Huh, Hyeon-seung ; Jang, Inwon .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:5:p:797-813.

    Full description at Econpapers || Download paper

  42. Absorption of shocks in nonlinear autoregressive models. (2007). van Dijk, Dick ; Franses, Philip Hans ; Boswijk, H. Peter.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2007:i:9:p:4206-4226.

    Full description at Econpapers || Download paper

  43. L’évolution des crédits à l’habitat en France : une grille d’analyse en termes de cycles. (2007). KIERZENKOWSKI, R. ; Oung, V..
    In: Working papers.
    RePEc:bfr:banfra:172.

    Full description at Econpapers || Download paper

  44. Bank loan supply and monetary policy transmission in Germany: An assessment based on matching impulse responses. (2006). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:10:p:2893-2910.

    Full description at Econpapers || Download paper

  45. Modelling monetary transmission in UK manufacturing industry. (2006). Tremayne, Andrew ; Tena, Juan de Dios.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws062911.

    Full description at Econpapers || Download paper

  46. Output and inflation responses to credit shocks: are there threshold effects in the euro area?. (2005). Sousa, Joo ; Calza, Alessandro.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005481.

    Full description at Econpapers || Download paper

  47. Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment Based on Matching Impulse Responses. (2005). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_no.14.

    Full description at Econpapers || Download paper

  48. Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment Based on Matching Impulse Responses. (2005). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1380.

    Full description at Econpapers || Download paper

  49. Investigating fluctuations in U.S. manufacturing : what are the direct effects of informational frictions?. (2000). Sarte, Pierre Daniel ; li, wenli.
    In: Working Paper.
    RePEc:fip:fedrwp:00-01.

    Full description at Econpapers || Download paper

  50. Monetary policy, housing investment, and heterogeneous regional markets. (2000). Schuh, Scott ; Fratantoni, Michael.
    In: Working Papers.
    RePEc:fip:fedbwp:00-1.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-20 19:12:54 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.