Show simple item record

dc.creatorGuarín-López, Alexander
dc.creatorGonzález-Gómez, Andrés
dc.creatorSkandalis, Daphné
dc.creatorSanchez, Daniela
dc.date.created2012-07-15
dc.date.issued2012-07-15
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5767
dc.description.abstractIn this paper, we propose an alternative methodology to determine the existence of credit booms, which is a complex and crucial issue for policymakers. In particular, we exploit the Mendoza and Terrones (2008)’s idea that macroeconomic aggregates other th
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 723
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleAn Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates
dc.typeWorking Paper
dc.subject.jelE32 - Business Fluctuations; Cycles
dc.subject.jelE37 - Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Application
dc.subject.jelE44 - Financial Markets and the Macroeconomy
dc.subject.jelE51 - Money Supply; Credit; Money Multipliers
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methods
dc.subject.keywordEarly Warning Indicator
dc.subject.keywordCredit Booms
dc.subject.keywordBusiness Cycles
dc.subject.keywordEmerging Markets
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaE44 - Mercados financieros y macroeconomía
dc.subject.jelspaE51 - Oferta monetaria; Crédito; Multiplicadores monetarios
dc.subject.jelspaC53 - Métodos de pronóstico y predicción; métodos de simulación
dc.subject.jelspaE37 - Precios, fluctuaciones y ciclos económicos: Predicción y simulación; Modelos y aplicación
dc.subject.jelspaE32 - Fluctuaciones económicas; Ciclos
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.723
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 723
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/723.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/009826.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5767
dc.creator.firmaAlexander Guarin
dc.creator.firmaAndres Gonzalez
dc.source.handleRepecRePEc:col:000094:009826
dc.source.handleRepecRePEc:bdr:borrec:723


Files in this item

Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record

This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit