An early warning model for predicting credit booms using macroeconomic aggregates
| Alternative title: | Un modelo de alerta temprana para la predicción de booms de crédito usando los agregados macroeconómicos |
|---|---|
| Year of publication: |
2014
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| Authors: | Guarín, Alexander ; González, Andrés ; Skandalis, Daphné ; Sánchez, Daniela |
| Published in: |
Ensayos sobre política económica. - Bogotá : [Verlag nicht ermittelbar], ISSN 0120-4483, ZDB-ID 734865-4. - Vol. 32.2014, p. 77-86
|
| Subject: | Early warning indicator | Credit booms | Bayesian Model Averaging | Emerging markets | Frühwarnsystem | Early warning system | Schwellenländer | Emerging economies | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Wirtschaftsindikator | Economic indicator | Kreditgeschäft | Bank lending | Kredit | Credit | Kreditmarkt | Credit market | Finanzkrise | Financial crisis | Prognose | Forecast |
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