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Un modelo de alerta temprana para la predicción de auges de crédito usando los agregados macroeconómicos

In: Política monetaria y estabilidad financiera en economías pequeñas y abiertas

Author

Listed:
  • Sánchez, Daniela
  • Skandalis, Daphné
  • González-Gómez, Andrés
  • Guarín-López, Alexander

Abstract

Descripción de un modelo de alerta temprana para la predicción del auge de crédito usando los agregados macroeconómicos. Se hace un estudio comparado de las probabilidades de crédito en diferentes países y se evalúan los resultados.

Suggested Citation

  • Sánchez, Daniela & Skandalis, Daphné & González-Gómez, Andrés & Guarín-López, Alexander, 2015. "Un modelo de alerta temprana para la predicción de auges de crédito usando los agregados macroeconómicos," Chapters,in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 9, pages 277-299 Banco de la Republica de Colombia.
  • Handle: RePEc:bdr:bdrcap:2015-11-277-299
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    Keywords

    Préstamos; Econometría; Agregados; Crecimiento; Economía; Loans; Econometrics; Aggregate; Growth; Economy;

    JEL classification:

    • B22 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Macroeconomics
    • E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
    • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other

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