Browsing Norges Banks vitenarkiv by Subject "early warning models"
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Bubbles and Crises: The Role of House Prices and Credit
(Working Papers;14/2014, Working paper, 2014)This paper exploits a quarterly panel data set for 16 OECD countries over the period 1975q1–2013q2 to explore the importance of house prices and credit in affecting the likelihood of a financial crisis. Estimating a set ...