• The response of household debt to COVID-19 using a neural networks VAR in OECD 

      Mamatzakis, Emmanuel C.; Ongena, Steven Roger G.; Tsionas, Mike G. (Peer reviewed; Journal article, 2022)
      This paper investigates responses of household debt to COVID-19-related data like confirmed cases and confirmed deaths within a neural networks panel VAR for OECD countries. Our model also includes a plethora of ...