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|c 5.00 USD
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|z 9781513582306
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Chen, Sally.
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|a Financial Cycles :
|b Early Warning Indicators of Banking Crises? /
|c Sally Chen, Katsiaryna Svirydzenka.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2021.
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|a 1 online resource (79 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a Can the upturns and downturns in financial variables serve as early warning indicators of banking crises? Using data from 59 advanced and emerging economies, we show that financial overheating can be detected in real time. Equity prices and output gap are the best leading indicators in advanced markets; in emerging markets, these are equity and property prices and credit gap. Moreover, aggregating this information flags financial crisis many years before the crisis. Lastly, we find that the length of financial cycles is of medium-term frequency, calling into question the longer frequency widely used in the estimation of countercyclical capital buffers.
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|a Mode of access: Internet
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| 650 |
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|a Business Fluctuations
|2 imf
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| 650 |
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|a Cycles
|2 imf
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|a Foreign Exchange
|2 imf
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|a Informal Economy
|2 imf
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| 650 |
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|a Underground Econom
|2 imf
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|a Svirydzenka, Katsiaryna.
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|a IMF Working Papers; Working Paper ;
|v No. 2021/116
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2021/116/001.2021.issue-116-en.xml
|z IMF e-Library
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