Which credit gap is better at predicting financial crises? : a comparison of univariate filters
Mathias Drehmann and James Yetman
| Year of publication: |
2021
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|---|---|
| Authors: | Drehmann, Mathias ; Yetman, James |
| Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 17.2021, 4, p. 225-255
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| Subject: | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Kredittheorie | Theory of credit | Zeitreihenanalyse | Time series analysis | Welt | World | 1970-2017 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014323185