Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance
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DOI: 10.17016/FEDS.2020.028
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- Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024. "Sowing the seeds of financial imbalances: The role of macroeconomic performance," Journal of Financial Stability, Elsevier, vol. 74(C).
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- Hakan Yilmazkuday, 2024. "Geopolitical Risks and Energy Uncertainty: Implications for Global and Domestic Energy Prices," Working Papers 2413, Florida International University, Department of Economics.
- Elena Afanasyeva, 2020. "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series 2020-045, Board of Governors of the Federal Reserve System (U.S.).
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Keywords
Economic performance; Nonfinancial leverage; Financial imbalances; Financial stability; VARs; Sign restrictions; Narrative; Forecasting;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- N22 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: 1913-
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2020-05-11 (Banking)
- NEP-FDG-2020-05-11 (Financial Development and Growth)
- NEP-GEN-2020-05-11 (Gender)
- NEP-HIS-2020-05-11 (Business, Economic and Financial History)
Statistics
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