Hongyu Xiao - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:50:41+00:00Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach
https://www.bankofcanada.ca/2016/04/staff-working-paper-2016-21/
We propose an early warning model for predicting the likelihood of a financial stress event for a given future time, and examine whether credit plays an important role in the model as a non-linear propagator of shocks.2016-04-27T13:39:57+00:00enEarly Warning of Financial Stress Events: A Credit-Regime-Switching Approach2016-04-27Econometric and statistical methodsFinancial stabilityStaff Working Paper 2016-21https://www.bankofcanada.ca/wp-content/uploads/2016/04/swp2016-21.pdfEarly Warning of Financial Stress Events: A Credit-Regime-Switching ApproachFuchun LiHongyu XiaoApril 2016CC1C12C14GG0G01G1G17