U.S. credit-market sentiment and global business cycles

Ding Du

Economics Letters, 2017, vol. 157, issue C, 75-78

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.

Keywords: U.S. credit-market sentiment; Global business cycles (search for similar items in EconPapers)
JEL-codes: F15 F36 F44 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:157:y:2017:i:c:p:75-78

DOI: 10.1016/j.econlet.2017.05.039

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