 | Credit Growth and Economic Recovery in Europe After the Global Financial Crisis Author/Editor: Sergei Antoshin, Marco Arena, Nikolay Gueorguiev, Tonny Lybek, John Ralyea, Etienne B Yehoue. Release Date:November, 2017 This paper reviews the empirical relationships between credit growth, economic recovery, and bank profitability in Europe after the global financial crisis (GFC). We find that the post-GFC recoveries more...
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| Testing for Structural Breaks in Small Samples Author/Editor: Sergei Antoshin, Andrew Berg, Marcos Souto. Release Date:March, 2008 In a recent paper, Bai and Perron (2006) demonstrate that their approach for testing for multiple structural breaks in time series works well in large samples, but they found substantial deviations more...
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