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The Use of the Signal Approach to Development of Early Warning Indicators of Financial Turmoil in Russia

Author

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  • pavel Trunin

    (Gaidar Institute for Economic Policy)

Abstract

The paper suggests original aggregate financial stability indices in RF, using which one can get a quantitative assessment of the probability of the rise of financial instability.

Suggested Citation

  • pavel Trunin, 2011. "The Use of the Signal Approach to Development of Early Warning Indicators of Financial Turmoil in Russia," Working Papers 0027, Gaidar Institute for Economic Policy, revised 2012.
    • Handle: RePEc:gai:wpaper:0027
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    File URL: https://www.iep.ru/files/RePEc/gai/wpaper/0027Trunin.pdf
    File Function: Revised version, 2012
    Download Restriction: no
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    Keywords

    Harbinger indicators; financial stability;

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