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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
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