Introducing a New Early Warning System Indicator (EWSI) of banking crises

In this paper we develop a new Early Warning System (EWS) of Banking Crises based on a new estimated indicator of the gap between the observed private credit ratio and its long-term structural level.

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Year of publication:	2015-01
Authors:	Ortiz, Alvaro Ortiz Vidal-Abarca ; Ugarte, Alfonso Ugarte Ruiz
Institutions:	BBVA Research, Grupo BBVA
Subject:	bayesian method \| credit gap \| early warning indicators \| macroprudential measures

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 1502 40 pages
Classification:	C33 - Models with Panel Data ; E44 - Financial Markets and the Macroeconomy ; E51 - Money Supply; Credit; Money Multipliers ; E58 - Central Banks and Their Policies ; F47 - Forecasting and Simulation ; E61 - Policy Objectives; Policy Designs and Consistency; Policy Coordination ; G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011118601