Early warning models of banking crises applicable to non-crisis countries
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Note: 36th International Symposium on Forecasting in Santander; 2nd Policy Research Conference of the ECBN in Ljubljana
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References listed on IDEAS
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Cited by:
- Łukasz Kurowski, 2021. "Financial cycle − A critical analysis of the methodology for its identification," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 99-116.
- Elena Deryugina & Alexey Ponomarenko, 2019. "Determination of the Current Phase of the Credit Cycle in Emerging Markets," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
- Elena Deryugina & Alexey Ponomarenko, 2017. "Real-time determination of credit cycle phases in emerging markets," Bank of Russia Working Paper Series wps17, Bank of Russia.
- Marcin Pietrzak, 2021. "Can Financial Soundness Indicators Help Predict Financial Sector Distress?," IMF Working Papers 2021/197, International Monetary Fund.
- Iwanicz-Drozdowska Małgorzata & Kurowski Łukasz, 2021. "Keep your friends close and your enemies closer – the case of monetary policy and financial imbalances," German Economic Review, De Gruyter, vol. 22(4), pages 383-414, November.
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More about this item
Keywords
countercyclical capital buffer; early warning models; financial stability;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2017-05-07 (Banking)
- NEP-MAC-2017-05-07 (Macroeconomics)
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