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Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending

Castro, Vitor - 2013

Whether the likelihood of a credit boom ending is dependent on its age or not, or whether the respective behavior is … that gap, exploring those issues with a proper duration analysis. Credit booms are identified considering two criteria well … whether credit booms are duration dependent or not. The findings show that the likelihood of credit booms ending increases …

Persistent link: https://www.econbiz.de/10011395758

Duration dependence and change-points in the likelihood of credit booms ending

Castroa, Vitor; Kubota, Megumi - 2013

Persistent link: https://www.econbiz.de/10009768734

Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending

Castroa, Vitor - 2017

Persistent link: https://www.econbiz.de/10012974267

Riding the wave of credit : are longer expansions really a bad omen?

Castro, Vítor; Martins, Rodrigo - In: Open economies review 31 (2020) 4, pp. 729-751

Persistent link: https://www.econbiz.de/10012302126

Do weak institutions prolong crises? : on the identification, characteristics, and duration of declines during economic slumps

Bluhm, Richard; Crombrugghe, Denis de; Szirmai, Adam - 2014

This paper defines economic slumps as sequences of structural breaks exhibiting a specific pattern. We identify 58 such episodes between 1950 and 2008 among 138 countries, and then examine the phases of decline and their duration. In some countries declines last extremely long, and we put...

Persistent link: https://www.econbiz.de/10010234524

Economic activity, credit market conditions, and the housing market

Agnello, Luca; Castro, Vitor; Sousa, Ricardo M. - In: Macroeconomic dynamics 22 (2018) 7, pp. 1769-1789

Persistent link: https://www.econbiz.de/10011918171

Determinants of the duration of economic recoveries : the role of "too much finance"

Castro, Vítor; Fisera, Boris - 2022

This paper explores the effect of financial development on the duration of economic recoveries, considering a sample of 414 economic recoveries observed in 67 countries during the period 1989-2019. We define the duration of economic recovery, as the time it takes the economy to return to its...

Persistent link: https://www.econbiz.de/10013474579