Bank fee-based shocks and the U.S. business cycle
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DOI: 10.1016/j.najef.2018.09.002
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More about this item
Keywords
Universal banking; Banking cycle; VAR; Feedback effects; Procyclicality; Smooth transition VAR (STVAR);All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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