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Munich Personal RePEc Archive

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Number of items: 4.

January 2012

Bezemer, Dirk J and Grydaki, Maria (2012): Mortgage Lending and the Great moderation: a multivariate GARCH Approach.

28 June 2012

Grydaki, Maria and Bezemer, Dirk J. (2012): The Role of Credit in Great Moderation: a Multivariate GARCH Approach.

5 June 2013

Bezemer, Dirk and Grydaki, Maria (2013): Debt and the U.S. Great Moderation.

Grydaki, Maria and Bezemer, Dirk (2013): Did Credit Decouple from Output in the Great Moderation?

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