Unobserved components model estimates of credit cycles: Tests and predictions
A Hessler - Journal of Financial Stability, 2023 - Elsevier
This paper estimates unobserved components (UC) models with real and financial trends
and business and credit cycles to assess different measures of the credit cycle used by …
and business and credit cycles to assess different measures of the credit cycle used by …
Essays in Time Series Econometrics
E Wolf - 2023 - refubium.fu-berlin.de
In economics, predicting the future state of the economy is a key issue for the decision
making of economic agents and policy makers alike. Therefore, econometric methods to …
making of economic agents and policy makers alike. Therefore, econometric methods to …
Historical Reliability and the Case of Basel III Credit-to-GDP Gaps
J Quast - Available at SSRN 4177293, 2024 - papers.ssrn.com
Estimating trend-cycle decompositions to distinguish shorter-from longer-run developments
is often of relevance to economic policymakers and for policy design. One case study for …
is often of relevance to economic policymakers and for policy design. One case study for …
[图书][B] Essays in Empirical Macroeconomics: Trends, Cycles, New Keynesian Models, and Macroprudential Policy
AT Hessler - 2022 - search.proquest.com
Change title in optional.tex Page 1 ABSTRACT HESSLER, ANDREW THOMAS. Essays in
Empirical Macroeconomics: Trends, Cycles, New Keynesian Models, and Macroprudential …
Empirical Macroeconomics: Trends, Cycles, New Keynesian Models, and Macroprudential …