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'Real time'early warning indicators for costly asset price boom/bust cycles : a role for global liquidity
Alessi, Lucia; Detken, Carsten - 2009
versus credit based liquidity indicators. We find that global measures of liquidity are among the best performing indicators … and Busts ; Global Liquidity …
Persistent link: https://www.econbiz.de/10003832594
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'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles : A Role for Global Liquidity
Alessi, Lucia - 2010
. Global measures of liquidity, in particular a global private credit gap, are the best performing indicators and display …
Persistent link: https://www.econbiz.de/10013141313
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'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles : A Role for Global Liquidity
Alessi, Lucia - 2010
.Global measures of liquidity, in particular a global private credit gap, are the best performing indicators and display forecasting …
Persistent link: https://www.econbiz.de/10013149137
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Early warning indicator model of financial developments using an ordered logit
Reimers, Hans-Eggert - 2012
The recent financial crisis has demonstrated in an impressive way that boom/bust cycles can have devastating effects on the real economy. This paper aims at contributing to the literature on early warning indicator exercises for asset price development. Using a sample of 17 industrialised OECD...
Persistent link: https://www.econbiz.de/10009658569
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Early Warning Indicators of Asset Price Boom/Bust Cycles in Emerging Markets
Ponomarenko, Alexey A. - 2014
We apply recently developed early warning indicators systems to a cross-section of emerging markets. We find that, with little or no modification, models designed to predict asset price booms/busts in advanced countries may be useful for emerging markets. The concept of monitoring a set of asset...
Persistent link: https://www.econbiz.de/10013065338
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'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidity
Alessi, Lucia; Detken, Carsten - 2009
versus credit based liquidity indicators. We find that global measures of liquidity are among the best performing indicators …
Persistent link: https://www.econbiz.de/10011605085
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"Real Time" early warning indicators for costly asset price boom/bust cycles : a role for global liquidity
Alessi, Lucia; Detken, Carsten - In: Financial supervision in an uncertain world : papers of …, (pp. 65-76). 2010
Persistent link: https://www.econbiz.de/10009552043
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Global Liquidity as an Early Warning Indicator of Asset Price Booms : G5 versus Broader Measures
Bierut, Beata K. - 2013
We test the performance of various measures of global liquidity as early warning indicators of booms in house and … global liquidity measures based on two aggregation schemes: the traditional measures, based on G5 data, and broader measures …, based on data for up to 26 countries/currency areas. Our results show that, in the last decade, global liquidity measures …
Persistent link: https://www.econbiz.de/10013081631
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Early warning indicator model of financial developments using an ordered logit
Reimers, Hans-Eggert - 2012
The recent financial crisis has demonstrated in an impressive way that boom/bust cycles can have devastating effects on the real economy. This paper aims at contributing to the literature on early warning indicator exercises for asset price development. Using a sample of 17 industrialised OECD...
Persistent link: https://www.econbiz.de/10010310845
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Early warning indicators : financial and macroeconomic imbalances in Central and Eastern European countries
Csortos, Orsolya; Szalai, Zoltán - 2014
In this paper we apply the Early Warning System methodology to ten Central and Eastern European Countries to find useful sets of indicators which could predict macroeconomic and financial imbalances. We argue that finding such indicators is crucial in the current monetary policy framework...
Persistent link: https://www.econbiz.de/10010403026