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Weighing up the Credit-to-GDP Gap: A Cautionary Note
It has been argued that credit-to-GDP gaps (credit gap) are useful early warning indicators for banking crises. In addition, the Basel Committee on Banking Supervision has also advocated using these gaps - estimated using a one-sided Hodrick-Prescott filter with a smoothing parameter of 400,000 - to...
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| Veröffentlicht in: | MAGKS - Joint Discussion Paper Series in Economics (Band 22-2020) |
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| Autoren: | , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Philipps-Universität Marburg
2020
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| Schlagworte: | |
| Online-Zugang: | PDF-Volltext |
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MAGKS - Joint Discussion Paper Series in Economics