Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe
Year of publication: |
2018
|
---|---|
Authors: | Galán Camacho, Jorge E. ; Mencía González, Javier |
Publisher: |
Banco de España / Madrid : Banco de España, 2018 |
Subject: | Desequilibrios de crédito | Indicadores basados en modelos | Modelos de alerta temprana | Política macroprudencial | Riesgo sistémico cíclico | Credit imbalances | Cyclical systemic risk | Early-warning models | Macroprudential policy | Model-based indicators | Fluctuaciones : previsiones y simulaciones | Regulación y supervisión de instituciones financieras | Crisis bancarias | Bancos centrales y otras autoridades monetarias | Modelos de series temporales |
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