Ditemukan 2 dokumen yang sesuai dengan query
BEMP 9(1-2) 2006
Artikel Jurnal Universitas Indonesia Library
Christian Calmes, author
We analyze the impact of universal banking on the real economy, by comparing the performance of a benchmark linear VAR model with a nonlinear projection process (Jordà, 2005) which tracks shocks asymmetries. We divide bank shocks into two categories—i.e., credit (loans) and fee-based shocks—and show that, based on U.S. data,...
Amsterdam: Elsevier, 2020
658.15 BIR 20:2 (2020)
Artikel Jurnal Universitas Indonesia Library
