Economics at your fingertips  

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.

Abstract: 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)
Date: 2013
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link) (application/pdf) (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

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 ().

Page updated 2019-10-08
Handle: RePEc:wsi:wschap:9789814449922_0007