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What causes banking crises? : an empirical investigation for the world economy
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - In: Open economies review 24 (2013) 4, pp. 581-611
Persistent link: https://www.econbiz.de/10009785557
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What causes banking crises? : an empirical investigation
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick - 2012
We add the Bernanke-Gertler-Gilchrist model to a modified version of the Smets-Wouters model of the US in order to explore the causes of the banking crisis. We test the model against the data on HP-detrended data and reestimate it by indirect inference; the resulting model passes the Wald test on...
Persistent link: https://www.econbiz.de/10009563557
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What causes banking crises? : an empirical investigation for the world economy
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2013
We add the Bernanke-Gertler-Gilchrist model to a world model consisting of the US, the Eurozone and the Rest of the … World in order to explore the causes of the banking crisis. We test the model against linear-detrended data and reestimate …
Persistent link: https://www.econbiz.de/10009738907
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Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, … - In: Journal of banking & finance 113 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
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Shadow economies at times of banking crises : empirics and theory
Colombo, Emilio; Onnis, Luisanna; Tirelli, Patrizio - In: Journal of banking & finance 62 (2016), pp. 180-190
Persistent link: https://www.econbiz.de/10011634111
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The determinants of Asian banking crises : application of the panel threshold logit model
Shen, Chung-hua; Hsu, Hsing-Hua - In: International review of finance : the official journal … 22 (2022) 1, pp. 248-277
Persistent link: https://www.econbiz.de/10013162509
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Bounds testing cointegration methods and PPP : evidence from 123 countries
Bahmani-Oskooee, Mohsen; Hegerty, Scott W. - In: Applied economics letters 17 (2010) 13/15, pp. 1335-1340
Persistent link: https://www.econbiz.de/10008938295
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HACking at non-linearity : evidence from stocks and bonds
Bianchi, Robert J. (contributor); Clements, Adam (contributor) - 2009
Persistent link: https://www.econbiz.de/10003799348
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Essays in empirical macroeconomics with application to monetary policy in a data-rich environment
Amir Ahmadi, Pooyan - 2009
Persistent link: https://www.econbiz.de/10008811068
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Integration, regulation, and corporate governance in the EU banking sector
Köhler, Matthias - 2010
Persistent link: https://www.econbiz.de/10009009944