Univariate and multivariate filters to measure the credit gap
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More about this item
Keywords
countercyclical capital buffer; credit gap; trend filtering method;All these keywords.
JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2015-10-04 (Corporate Finance)
- NEP-MAC-2015-10-04 (Macroeconomics)
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