High Frequency Monitoring of Credit Creation: A New Tool for Central Banks in Emerging Market Economies
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Note: Link to the paper: https://flar.com/wp-content/uploads/2024/03/Paper-High-Frequency-Monitoring-of-Credit-Creation-A-New-Tool-for-Central-Banks-in-Emerging-Market-Economies.pdf
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References listed on IDEAS
- Xiong, Ruoxuan & Pelger, Markus, 2023. "Large dimensional latent factor modeling with missing observations and applications to causal inference," Journal of Econometrics, Elsevier, vol. 233(1), pages 271-301.
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More about this item
Keywords
Credit growth; Machine learning methodology; Excessive credit creation; Financial stability;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2024-04-01 (Banking)
- NEP-BIG-2024-04-01 (Big Data)
- NEP-CBA-2024-04-01 (Central Banking)
- NEP-CMP-2024-04-01 (Computational Economics)
- NEP-FDG-2024-04-01 (Financial Development and Growth)
- NEP-IFN-2024-04-01 (International Finance)
- NEP-MON-2024-04-01 (Monetary Economics)
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