Credit and credit aggregates - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T15:12:03+00:00An Analysis of the Information Content of Alternative Credit Aggregates
https://www.bankofcanada.ca/1988/06/technical-report-no49/
This study evaluates the information content of 25 measures of credit with respect to three macroeconomic variables—nominal spending, real spending and prices. Initially, simple descriptive techniques are used to assess the contemporaneous and leading relationships between the credit aggregates and the three goal variables. Next, bivariate vector autoregression models are constructed by regressing each of […]1988-06-13T12:28:25+00:00enAn Analysis of the Information Content of Alternative Credit Aggregates1988-06-13Credit and credit aggregatesLeslie MiltonJune 1988EE5E51