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Setting Countercyclical Capital Buffers Based on Early Warning Models: Would it Work?
16 references·6 citing·37 second hop
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References

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  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
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  • 2006On the Merits of Orthogonalizing Powered and Product Terms: Implications for Modeling Interactions Among Latent Variables766 cited
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  • 1999Leading Indicators of Currency Crises696 cited
  • 2012Systemic Banking Crises Database: An Update

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596 cited
  • 2008Systemic Banking Crises568 cited
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    • 2020Macroeconomic and macro-financial factors as leading indicators of non-performing loans53 cited
    • 2015Economic resilience: A new set of vulnerability indicators for OECD countries44 cited
    • 2015Capturing the Financial Cycle in Europe38 cited
    • 2017Strengthening economic resilience30 cited