Can We Identify the Financial Cycle?
Mathias Drehmann (),
Claudio Borio () and
Kostas Tsatsaronis ()
Chapter 7 in The Role of Central Banks in Financial Stability:How Has It Changed?, 2013, pp 131-156 from World Scientific Publishing Co. Pte. Ltd.
AbstractThe following sections are included:IntroductionData and MethodologyFrequency-based filter analysisTurning-point analysisCharacterizing Cycles in Individual SeriesFrequency-based filter analysis: Short-term and medium-term cyclesTurning-point analysis: Short-term and medium-term cyclesWhat happens around financial crises?Toward a Measure of the Financial CycleMethodology for the combination of seriesSelection of seriesResultsPolicy Context: Regime-Dependence and “Unfinished Recessions”ConclusionsReferences
Keywords: Financial Stability; Financial Regulation; Macroprudential Regulation; Systemic Risk; Dodd-Frank; Financial Crisis (search for similar items in EconPapers)
JEL-codes: E58 G01 (search for similar items in EconPapers)
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
Ebook Access is available upon purchase.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789814449922_0007
Ordering information: This item can be ordered from
Access Statistics for this chapter
More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().