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credit growth, machine learning, Shapley values, yield curve, financial crises, financial stability
machine learning, financial crisis, financial stability, credit growth, yield curve, Shapley values, out-of-sample prediction
Macro-Financial Linkages, Non-Linearities, Markov-Switching VAR, Credit Channel, Occasionally Binding Constraints, DSGE, Macroprudential Policy, Leaning-Against-The-Wind Policy
technology news shocks, business cycle, identification with external instruments, patent applications
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Business cycle, Information Frictions, Patent applications, SVAR-IV, Technology News Shocks
Financial crises, bank capital, debt deleveraging, macroprudential policy, effective lower bound, GDP-at-Risk
Stochastic discount factor; risk mispricing; term premium; bank lending
stochastic discount factor, DSGE, long-term interest rate, risk mispricing, macro-financial linkages, bank lending
Mortgages, fixed-rate contracts, monetary policy
mortgages, fixed-rate contracts, monetary policy
