Haku
Viitteet 1-2 / 2
Banking crisis prediction with differenced relative credit
(06.06.2019)
BoF Economics Review 4/2019
BoF Economics Review 4/2019
Indicators based on the ratio of credit to GDP have been found to be highly useful predictors of banking crises. We study the difference in this ratio as an early warning indicator. We test a large number of different ...
Constructing a composite indicator to assess cyclical systemic risks : An early warning approach
(02.04.2024)
BoF Economics Review 3/2024
BoF Economics Review 3/2024
The main contribution of this paper is the construction of a cyclical systemic risk indicator from early warning indicators of banking crises (EWIs) used in Finland. Previous research has shown that combining EWIs can ...