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Cyclicality of bank liquidity creation
(15.07.2018)
Journal of International Financial Markets, Institutions and Money July ; 2018
Journal of International Financial Markets, Institutions and Money July ; 2018
This paper investigates the cyclicality of bank liquidity creation. Since liquidity creation is a major economic function of banks, their liquidity creation behavior may amplify business cycle fluctuations. Using the ...
Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data
(15.03.2019)
Russian Journal of Money and Finance 1
Russian Journal of Money and Finance 1
This paper presents a pseudo real‐time out‐of‐sample forecast exercise for short‐term forecasting and nowcasting quarterly Russian GDP growth with mixed‐frequency data. We employ a large set of indicators and study their ...
Banking Crisis Prediction with Differenced Relative Credit
(02.12.2019)
Applied Economics Quarterly 4
Applied Economics Quarterly 4
Indicators based on the ratio of credit to GDP have been found to be highly useful predictors of banking crises. Differences in this ratio seem a highly promising early warning indicator. We test a large number of slightly ...