How Should Credit Gaps Be Measured? An Application to European Countries
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"Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps,"
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- Kimundi, Gillian, 2022. "COVID-19, policy interventions, credit vulnerabilities and financial (in)stability," KBA Centre for Research on Financial Markets and Policy Working Paper Series 62, Kenya Bankers Association (KBA).
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- Cicilia Anggadewi Harun & Wishnu Mahraddika & Jati Waluyo & Pakasa Bary & Rieska Indah Astuti & Fauzan Rachman & Rizky Primayudha & Dwi Oktaviyanti & Euis Aqmaliyah, 2021. "Business And Financial Cycle In Indonesia: An Integrated Approach," Working Papers WP/05/2021, Bank Indonesia.
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More about this item
Keywords
WP; GDP; credit growth; credit supply factor; supply factor; credit demand; BCG filter; credit shock; BCG measure; BCG's credit data; BCG methodology; Credit gaps; Credit; Real interest rates; Credit cycles; Credit booms; Global; Europe; Credit Cycle; Credit Gap; Countercyclical Capital Buffer; Macroprudential Policies;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2020-07-27 (Banking)
- NEP-EEC-2020-07-27 (European Economics)
- NEP-MAC-2020-07-27 (Macroeconomics)
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