On factors explaining the 2008 financial crisis

Eduardo Acosta-González, Fernando Fernández-Rodríguez and Simon Sosvilla-Rivero

Economics Letters, 2012, vol. 115, issue 2, 215-217

Abstract: Using a statistical methodology guided by a genetic algorithm, we select the best econometric model for explaining the severity of the 2008 crisis, with the main determinant being the percentage of bank claims on private sector over deposits in the year 2006.

Keywords: Financial crises; Great recession; Genetic algorithms; Model selection (search for similar items in EconPapers)
JEL-codes: E32 E44 E51 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (14)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:115:y:2012:i:2:p:215-217

DOI: 10.1016/j.econlet.2011.11.038

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