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        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending

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        Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending

        ABSTRACT

        iWhether the likelihood of a credit boom ending is dependent on its age or not, or whether the respective behavior is smooth or bumpy are important issues to which the economic literature has not given attention yet. This paper tries to fill that gap, exploring those issues with a proper duration analysis. Credit booms are identified considering two criteria well established in the literature: (i) the Mendoza-Terrones criteria and (ii) and the Gourinchas-Valdes-Landarretche criteria. A continuous-time Weibull duration model is employed over a group of 71 countries for the period 1975q1–2010q4 to investigate whether credit booms are duration dependent or not. The findings show that the likelihood of cr ....read more

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        • TypeReport, Research Paper
        • PriceFree
        • FormatPDF
        • Size703 KB
        • LanguageEnglish
        • Stacks0
        • Postedabout 4 years ago
        • Authored-
        • Added byHashdoc Content Review
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