Univariate and multivariate filters to measure the credit gap
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More about this item
Keywordscountercyclical capital buffer; credit gap; trend filtering method;
All these keywords.
- 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
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