US Credit Spillovers to Small Open Economies: A Proxy-VAR Approach
Document Type
Article
Publication Date
6-2025
Department 1
Economics
Abstract
This paper examines the spillovers of US credit supply to small open economies by focusing on three Asian economies, Korea, Singapore, and Taiwan, from 1999 to 2019.We find that output in Asian economies increases in the short run but decreases in the long run in response to a positive credit supply shock.
Recommended Citation
Chang, Shian, and Natsuki Arai. "US Credit Spillovers to Small Open Economies: A Proxy-VAR Approach," Hitotsubashi Journal of Economics 66, no. 1 (2025): 46–60. https://www.jstor.org/stable/27385576