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Introducing a New Early Warning System Indicator (EWSI) of banking crises

Alvaro Ortiz Vidal-Abarca () and Alfonso Ugarte-Ruiz ()

No 1502, Working Papers from BBVA Bank, Economic Research Department

Abstract: In this paper we develop a new Early Warning System (EWS) of Banking Crises based on a new estimated indicator of the gap between the observed private credit ratio and its long-term structural level.

Keywords: bayesian method; credit gap; early warning indicators; macroprudential measures (search for similar items in EconPapers)
JEL-codes: C33 E44 E51 E58 E61 F47 G01 G21 (search for similar items in EconPapers)
Pages: 40 pages
Date: 2015-01
New Economics Papers: this item is included in nep-cba and nep-mac
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