Similar Search Results

Persistence and procyclicality in margin requirements

Glasserman, Paul; Wu, Qi - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5705-5724

Persistent link: https://www.econbiz.de/10011964578

Cyclical behavior of German banks' capital resources and the countercyclical buffer of Basel III

Große, Stefan; Schumann, Enrico - In: European journal of political economy 34 (2014), pp. 40-44

Persistent link: https://www.econbiz.de/10011283955

Banking systemic vulnerabilities : a tail-risk dynamic CIMDO approach

Jin, Xisong; Nadal-De Simone, Francisco - In: Journal of financial stability 14 (2014), pp. 81-101

Persistent link: https://www.econbiz.de/10011302103

On the cyclical properties of Hamilton's regression filter

Schüler, Yves S. - 2018

show that Hamilton's regression filter should be preferred to the HP filter for constructing a credit-to-GDP gap. The … filter extracts the various medium-term frequencies more equally. Due to this property, a regression-filtered credit …

Persistent link: https://www.econbiz.de/10011792295

On the credit-to-GDP gap and spurious medium-term cycles

Schüler, Yves - 2020

countercyclical capital buffer: the credit-to-GDP gap. In this paper, I provide empirical evidence suggesting that the credit …

Persistent link: https://www.econbiz.de/10012216484

On the credit-to-GDP gap and spurious medium-term cycles

Schüler, Yves - In: Economics letters 192 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012508829

Coffee, the money market, the real exchange rate, and economic fluctuations in Colombia

Otero, Jesus Gilberto - 1998

Persistent link: https://www.econbiz.de/10001516048

El producto potencial utilizando el filtro de Hodrick-Prescott : una aplicación para Colombia

Melo-Velandia, Luis Fernando; Riascos Villegas, Álvaro J. - In: Monetaria 23 (2000) 2, pp. 179-199

Persistent link: https://www.econbiz.de/10001502027

Are firm employment cycles asymmetric?

Gonzaga, Gustavo - 1993

Persistent link: https://www.econbiz.de/10000916045

The behavior of interest rates and credit flows : persistence and cycles

Busch, Ulrike - 2011

Persistent link: https://www.econbiz.de/10009490397