The response of household debt to COVID-19 using a neural networks VAR in OECD
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DOI: 10.1007/s00181-022-02325-2
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More about this item
Keywords
COVID-19; Household debt; ANN; Panel VAR; MIDAS; OECD;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
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
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