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Interbank markets, Spreads, Financial crisis
inflation, VAR models, oil supply, monetary policy, Bayesian methods
COVID-19 pandemic, cash, payment habits, unconventional data
unconventional monetary policy, lending rates, bank lending channel, bank capital channel, fragmentation
monetary policy expectations, excess returns, futures contracts, business cycle
VAR, Monetary Policy, International transmission
interest rate risk, derivatives, hedging, financial crisis
Business cycle, Oil prices, Structural VAR
oil supply, monetary policy, inflation, VAR models, Bayesian methods
bank capital shocks, Bayesian VAR models, conditional forecasts, time variation
house prices, credit, system of simultaneous equations
credit rationing, supply tightening, financial crisis, sovereign debt crisis
futures rates, monetary policy, risk-premium
Credit Rationing, Bank-Firm Relationships, ML Estimation
Covid-19, cash, payment cards, other payment instruments
money holding sector, excess liquidity, money supply
cash circulation, cash, payment habits, Covid-19 pandemic
credit growth, supply tightening, financial crisis
yield curve, risk-taking channel, reach-for-yield
monetary analysis, factor models, forecasting
supply of credit, banks, Eurosystem BLS, Regional Bank Lending Survey
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Business cycle, Oil prices, Sign Restrictions, Structural VAR
