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financial cycles, synchronicity, real-time estimates, DSGE models
DSGE models, financial cycles, real-time estimates, synchronicity
macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities
banks, total factor productivity, Törnqvist index
medium-term growth, fiscal consolidation, sovereign debt, structural
Stress testing, MVAR, tier 1 capital ratio, counterparty risk, Luxembourg banking sector
employment, labour demand, labour force, migration, skill, underemployment, unemployment, vacancies, wages, youth
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asset prices, autoregression, business cycle, credit, financial shock
ﬁnancial cycles, unobserved component time series models, Luxembourg
Luxembourg Banks; Banking activities; Convergence; Distribution Dynamics; Non-Parametric kernel
Output growth, GARCH models, Dynamic conditional correlations
Foreign bank efficiency, Home-host country characteristics, Bank regulation, Data
Inflation, New Keynesian, Phillips Curve
Kalman filter, natural interest rate, equilibrium real interest rate
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