Early warning indicators for banking crises: a conditional moments approach
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Cited by:
- Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Bank of Finland Research Discussion Papers 8/2015, Bank of Finland.
- Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016. "Use of unit root methods in early warning of financial crises," Research Discussion Papers 27/2016, Bank of Finland.
- repec:zbw:bofrdp:2015_008 is not listed on IDEAS
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017. "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series 45, European Systemic Risk Board.
- Markus Behn & Carsten Detken & Tuomas Peltonen & Willem Schudel, 2017.
"Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 147-189, December.
- Behn, Markus & Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem, 2016. "Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors," ESRB Working Paper Series 29, European Systemic Risk Board.
- Filip Bašić & Tomislav Globan, 2023. "Early bird catches the worm: finding the most effective early warning indicators of recessions," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(1), pages 2120040-212, December.
- repec:zbw:bofrdp:2016_027 is not listed on IDEAS
- T. Bennani & C. Couaillier & A. Devulder & S. Gabrieli & J. Idier & P. Lopez & T. Piquard & V. Scalone, 2017. "An analytical framework to calibrate macroprudential policy," Working papers 648, Banque de France.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016. "Use of unit root methods in early warning of financial crises," Bank of Finland Research Discussion Papers 27/2016, Bank of Finland.
- Marcela Guachamín & Diana Ramírez‐Cifuentes & Olga Delgado, 2020. "An Uncertainty Thermometer to Measure the Macroeconomic‐Financial Risk in South American Countries," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(6), pages 854-890, August.
- Eero Tölö & Helinä Laakkonen & Simo Kalatie, 2018. "Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 51-112, March.
- V. Coudert & J. Idier, 2016. "An Early Warning System for Macro-prudential Policy in France," Working papers 609, Banque de France.
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More about this item
Keywords
Early-warning indicators; banking crises; panel data; macro prudential policy;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2015-03-05 (Central Banking)
- NEP-ECM-2015-03-05 (Econometrics)
- NEP-MAC-2015-03-05 (Macroeconomics)
- NEP-MFD-2015-03-05 (Microfinance)
- NEP-RMG-2015-03-05 (Risk Management)
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