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THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK
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References

  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 2009This Time Is Different2,361 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 1978Manias, Panics and Crashes1,800 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2011House Prices, Home Equity–Based Borrowing, and the US Household Leverage Crisis1,164 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2005The global saving glut and the U.S. current account deficit663 cited
  • 2012Reassessing the impact of finance on growth618 cited
  • 2008Capital Flow Bonanzas: An Encompassing View of the Past and Present550 cited
  • 2008An Anatomy Of Credit Booms: Evidence From Macro Aggregates And Micro Data469 cited
  • 2013Curbing the Credit Cycle451 cited
  • 2009The Holy Grail of Macroeconomics: Lessons from Japan's Great Recession408 cited

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  • 2011Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity388 cited
  • Cited by

    • 2016The Countercyclical Capital Buffer in Spain: An Analysis of Key Guiding Indicators74 cited
    • 2021Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach58 cited
    • 2017The synchronization of credit cycles53 cited
    • 2018News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment47 cited
    • 2018News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment40 cited
    • 2015Capturing the Financial Cycle in Europe38 cited
    • 2017Credit-based early warning indicators of banking crises in emerging markets33 cited
    • 2018Measuring Risks to UK Financial Stability29 cited
    • 2019Measuring credit-to-GDP gaps : the Hodrick-Prescott filter revisited27 cited
    • 2017Central banks’ preferences and banking sector vulnerability24 cited
    • 2013Operationalising a macroprudential regime: goals, tools and open issues22 cited
    • 2024AN EARLY WARNING SYSTEM FOR FINANCIAL CRISES: A TEMPORAL CONVOLUTIONAL NETWORK APPROACH18 cited
    • 2021Exploring BIS credit-to-GDP gap critiques: the Swiss case16 cited
    • 2017Down in the Slumps: The Role of Credit in Five Decades of Recessions12 cited