Stolbov, Michail I.; Shchepeleva, Maria - In: Risks : open access journal 10 (2022) 12, pp. 1-22
This paper seeks to identify the most important global drivers of credit-to-GDP gaps for 35 countries. The analysis is performed on a country-by-country basis for the sub-periods 2000Q1:2007Q2, 2007Q3:2013Q4, and 2014Q1:2021Q1 and is based on two state-of-the-art methods for variable selection...