Early Warning Indicators of Asset Price Boom/Bust Cycles in Emerging Markets

We apply recently developed early warning indicators systems to a cross-section of emerging markets. We find that, with little or no modification, models designed to predict asset price booms/busts in advanced countries may be useful for emerging markets. The concept of monitoring a set of asset prices, real activity (especially investment) and financial (especially credit) indicators is generally found to be efficacious

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Year of publication:	2014
Authors:	Ponomarenko, Alexey A.
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Modellierung \| Scientific modelling \| Schwellenländer \| Emerging economies \| Spekulationsblase \| Bubbles \| Frühwarnsystem \| Early warning system \| Wirtschaftsindikator \| Economic indicator

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Extent:	1 Online-Ressource (30 p)
Series:	BOFIT Discussion Paper ; No. 22/2012
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2, 2012 erstellt
Other identifiers:	10.2139/ssrn.2155598 [DOI]
Classification:	E37 - Forecasting and Simulation ; E44 - Financial Markets and the Macroeconomy ; E51 - Money Supply; Credit; Money Multipliers
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013065338