| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5061972 | Economics Letters | 2008 | 4 Pages |
Abstract
This note introduces an example where a typical credit crunch regression fails to detect significant effects of borrowing constraints embedded in a dynamic general equilibrium model. The failed estimation result remains robust even if the regression is based on a large sample.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Ryo Kato,