Showing 1 - 9 of 9
The Basel III regulation explicitly prescribes the use of Hodrick-Prescott filters to estimate credit cycles and calibrate countercyclical capital buffers. However, the filter has been found to suffer from large ex-post revisions, raising concerns on its fitness for policy use. To investigate...
Persistent link: https://www.econbiz.de/10013243791
The Basel III regulation explicitly prescribes the use of Hodrick-Prescott filters to estimate credit cycles and calibrate countercyclical capital buffers. However, the filter has been found to suffer from large ex-post revisions, raising concerns over its fitness for policy use. To investigate...
Persistent link: https://www.econbiz.de/10012827404
Persistent link: https://www.econbiz.de/10012300132
Persistent link: https://www.econbiz.de/10011739077
The Basel III regulation explicitly prescribes the use of Hodrick-Prescott filters to estimate credit cycles and calibrate countercyclical capital buffers. However, the filter has been found to suffer from large ex-post revisions, raising concerns on its fitness for policy use. To investigate...
Persistent link: https://www.econbiz.de/10012423691
Persistent link: https://www.econbiz.de/10012315329
Persistent link: https://www.econbiz.de/10011821476
Persistent link: https://www.econbiz.de/10013489807
Persistent link: https://www.econbiz.de/10014468705