The credit-to-GDP gap and complementary indicators for macroprudential policy : evidence from the UK
Year of publication: |
2014
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Authors: | Giese, Julia ; Andersen, Henrik ; Bush, Oliver ; Castro, Christian ; Farag, Marc |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 19.2014, 1, p. 25-47
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Subject: | Credit-to-GDP gap | countercyclical capital buffer | early warning indicators | financial crises | macroprodential policy | recursive wild bootstrap | Finanzkrise | Financial crisis | Finanzmarktaufsicht | Financial supervision | Wirtschaftsindikator | Economic indicator | Frühwarnsystem | Early warning system | Bankenkrise | Banking crisis | Prognoseverfahren | Forecasting model | Bankenliquidität | Bank liquidity | Welt | World | Basler Akkord | Basel Accord | Bootstrap-Verfahren | Bootstrap approach |
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