Real-time determination of credit cycle phases in emerging markets
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Cited by:
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
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More about this item
Keywords
credit cycle; countercyclical capital buffers; early warning indicators; emerging markets.;All these keywords.
JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2017-04-16 (Banking)
- NEP-FDG-2017-04-16 (Financial Development and Growth)
- NEP-MAC-2017-04-16 (Macroeconomics)
- NEP-PAY-2017-04-16 (Payment Systems and Financial Technology)
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