Credit-to-GDP Trends and Gaps by Lender-and Credit-type

William F. Bassett, Ainsley Daigle, Rochelle Edge () and Gazi Kara ()
Additional contact information
William F. Bassett: https://www.federalreserve.gov/econres/william-f-bassett.htm

No 2015-12-03, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: The one-sided credit-to-GDP gap -- measured as the difference between the level of private nonfinancial sector credit-to-GDP and its one-sided Hodrick-Prescott (HP) filtered trend (with λ=400,000) -- is a prominent variable in the decision-making framework proposed by the BCBS for the Basel III countercyclical capital buffer (CCyB).

Date: 2015-12-03
References: Add references at CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
https://www.federalreserve.gov/econresdata/notes/f ... t-type-20151203.html (text/html)

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: https://EconPapers.repec.org/RePEc:fip:fedgfn:2015-12-03

DOI: 10.17016/2380-7172.1653

Access Statistics for this paper

More papers in FEDS Notes from Board of Governors of the Federal Reserve System (U.S.) Contact information at EDIRC.
Bibliographic data for series maintained by Ryan Wolfslayer ; Keisha Fournillier ().