Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises
Skúmanie, či rozšírenie série úverov k hrubému domácemu produktu o prognózu zlepšuje vlastnosť včasného varovania v súvislosti s medzerou medzi úvermi a HDP – často používaným indikátorom nadmernej úverovej expanzie vypočítanej pomocou jednostranného Hodrick-Prescottovho filtra. Zlepšenie vlastnosti...
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