Abstract
There is a growing literature on the international transmission of US credit-supply shocks. In this paper, we identify changes in the US credit supply with the methodology proposed by López-Salido et al. (2017). Empirically, we find robust evidence suggesting that US credit-supply shocks influence real activities in economies that are more economically or geographically integrated with the US.
Original language | English (US) |
---|---|
Pages (from-to) | 75-78 |
Number of pages | 4 |
Journal | Economics Letters |
Volume | 157 |
DOIs | |
State | Published - Aug 1 2017 |
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Keywords
- Global business cycles
- U.S. credit-market sentiment
ASJC Scopus subject areas
- Finance
- Economics and Econometrics
Cite this
U.S. credit-market sentiment and global business cycles. / Du, Ding.
In: Economics Letters, Vol. 157, 01.08.2017, p. 75-78.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - U.S. credit-market sentiment and global business cycles
AU - Du, Ding
PY - 2017/8/1
Y1 - 2017/8/1
N2 - There is a growing literature on the international transmission of US credit-supply shocks. In this paper, we identify changes in the US credit supply with the methodology proposed by López-Salido et al. (2017). Empirically, we find robust evidence suggesting that US credit-supply shocks influence real activities in economies that are more economically or geographically integrated with the US.
AB - There is a growing literature on the international transmission of US credit-supply shocks. In this paper, we identify changes in the US credit supply with the methodology proposed by López-Salido et al. (2017). Empirically, we find robust evidence suggesting that US credit-supply shocks influence real activities in economies that are more economically or geographically integrated with the US.
KW - Global business cycles
KW - U.S. credit-market sentiment
UR - http://www.scopus.com/inward/record.url?scp=85020421083&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85020421083&partnerID=8YFLogxK
U2 - 10.1016/j.econlet.2017.05.039
DO - 10.1016/j.econlet.2017.05.039
M3 - Article
AN - SCOPUS:85020421083
VL - 157
SP - 75
EP - 78
JO - Economics Letters
JF - Economics Letters
SN - 0165-1765
ER -