Arena, M. ; Bouza, S. ; Dabla-Norris, E. ; Gerling, K. ; Njie, L. Credit Booms and Macroeconomic Dynamics: Stylized Facts and Lessons for Low-Income Countries. 2015 IMF Working Papers 2015/011, International Monetary Fund:
- Barajas, A. ; Dell’Ariccia, G. ; Levchenko, A. Credit booms: The good, the bad, and the ugly. Technical report, unpublished manuscript. 2007 International Monetary Fund: Washington, DC
Paper not yet in RePEc: Add citation now
- Basle Committee on Banking Supervision (BCBS), Guidance for National Authorities Operating the Countercyclical Capital Buffer. 2010 BCBS Papers No. 187, Bank for International Settlements:
Paper not yet in RePEc: Add citation now
- Basle Committee on Banking Supervision (BCBS), Range of practices in implementing the countercyclical capital buffer policy. 2017 BCBS Implementation reports No. 407, Bank for International Settlements:
Paper not yet in RePEc: Add citation now
- Beck, T. ; Jones, E. ; Knaack, P. Mind the gap: Making Basel standards work for developing countries. 2018 GEG Policy Brief, Global Economic Governance Programme, University of Oxford:
Paper not yet in RePEc: Add citation now
- Beck, T. ; Jones, E. ; Knaack, P. Room to manoeuvre: How developing countries can tailor Basel standards. 2018 GEG Policy Brief, Global Economic Governance Programme, University of Oxford:
Paper not yet in RePEc: Add citation now
Berger, A.N. ; Bouwman, C.H. Bank liquidity creation, monetary policy, and financial crises. 2017 J. Financ. Stab.. 30 139-155
- Bolt, J. ; Inklaar, R. ; de Jong, H. ; van Zanden, J.L. Rebasing ‘Maddison’: new income comparisons and the shape of long-run economic development. 2018 GGDC Research Memorandum GD-174, Groningen Growth and Development Centre, University of Groningen:
Paper not yet in RePEc: Add citation now
Borio, C. ; Furfine, C. ; Lowe, P. Procyclicality of the financial system and financial stability: issues and policy options. 2001 En : Bank for International Settlements, Marrying the macro- and micro-prudential dimensions of financial stability. Bank for International Settlements:
Borio, C. ; Lowe, P. Asset prices, financial and monetary stability: exploring the nexus. 2002 BIS Working Papers 114, Bank for International Settlements:
Bouvatier, V. ; Delatte, A.-L. ; Rehault, P.-N. Measuring credit procyclicality: a new database. 2022 Emerg. Mark. Rev.. 52 100913-
- Brier, G. Verification of forecasts expressed in terms of probability. 1950 Mon. Weather Rev.. 78 1-3
Paper not yet in RePEc: Add citation now
Bussiere, M. ; Fratzscher, M. Towards a new early warning system of financial crises. 2006 J. Int. Money Financ.. 25 953-973
Caballero, J.A. Do surges in international capital inflows influence the likelihood of banking crises?. 2016 Econ. J.. 126 281-316
Caggiano, G. ; Calice, P. ; Leonida, L. Early warning systems and systemic banking crises in low income countries: A multinomial logit approach. 2014 J. Bank. Financ.. 47 258-269
Calderón, C. ; Kubota, M. Gross inflows gone wild: gross capital inflows, credit booms and crises. 2012 Policy Research Working Paper Series 6270, The World Bank:
- Calderón, C. ; Servén, L. Macroprudential policies over the cycle in Latin America. 2014 En : Didier, T. ; Schmukler, S.L. Emerging Issues in Financial Development: Lessons from Latin America chapter 9. World Bank:
Paper not yet in RePEc: Add citation now
Castro, V. ; Martins, R. Riding the wave of credit: Are longer expansions really a bad omen?. 2020 Open Econ. Rev.. 31 729-751
Chatterjee, U.K. Bank liquidity creation and recessions. 2018 J. Bank. Financ.. 90 64-75
D’Avino, C. ; Girardin, E. ; Shabani, M. Bank liquidity creation: A new global dataset for developing and emerging countries. 2022 Rev. World Econ.. 158 529-570
Davis, J.S. ; Mack, A. ; Phoa, W. ; Vandenabeele, A. Credit booms, banking crises, and the current account. 2016 J. Int. Money Financ.. 60 360-377
Dell’Ariccia, G. ; Ebrahimy, E. ; Igan, D.O. ; Puy, D. Discerning Good from Bad Credit Booms: The Role of Construction. 2020 IMF Staff Discussion Notes 2020/002, International Monetary Fund:
Dell’Ariccia, G. ; Igan, D. ; Laeven, L. ; Tong, H. Credit booms and macrofinancial stability. 2016 Econ. Policy. 31 299-355
Dembiermont, C. ; Drehmann, M. ; Muksakunratana, S. How much does the private sector really borrow - a new database for total credit to the private non-financial sector. 2013 BIS Q. Rev.. 65-81
Drehmann, M. Total credit as an early warning indicator for systemic banking crises. 2013 BIS Q. Rev.. 41-45
Drehmann, M. ; Borio, C. ; Gambacorta, L. ; Jiminez, G. ; Trucharte, C. Countercyclical capital buffers: Exploring options. 2010 BIS Working Papers No. 317, Bank for International Settlements:
Drehmann, M. ; Borio, C. ; Tsatsaronis, K. Anchoring countercyclical capital buffers: The role of credit aggregates. 2011 Int. J. Central Bank.. 7 189-240
Drehmann, M. ; Juselius, M. Evaluating early warning indicators of banking crises: Satisfying policy requirements. 2014 Int. J. Forecast.. 30 759-780
Drehmann, M. ; Tsatsaronis, K. The credit-to-GDP gap and countercyclical capital buffers: questions and answers. 2014 BIS Q. Rev.. 55-73
Duttagupta, R. ; Cashin, P. Anatomy of banking crises in developing and emerging market countries. 2011 J. Int. Money Financ.. 30 354-376
Edge, R. ; Meisenzahl, R. The unreliability of credit-to-GDP ratio gaps in real time: Implications for countercyclical capital buffers. 2011 Int. J. Central Bank.. 7 261-298
Eichengreen, B. ; Arteta, C. Banking crises in emerging markets: Presumptions and evidence. 2000 Center for International and Development Economics Research (CIDER) Working Papers C00-115, University of California at Berkeley:
Fielding, D. ; Rewilak, J. Credit booms, financial fragility and banking crises. 2015 Econ. Lett.. 136 233-236
Gaies, B. ; Goutte, S. ; Guesmi, K. Banking crises in developing countries - What crucial role of exchange rate stability and external liabilities?. 2019 Financ. Res. Lett.. 31 436-447
Gerl, A. ; Jaová, M. Credit-based early warning indicators of banking crises in emerging markets. 2018 Econ. Syst.. 42 18-31
Gourinchas, P.-O. ; Obstfeld, M. Stories of the Twentieth Century for the Twenty-First. 2012 Am. Econ. J.: Macroecon.. 4 226-265
Gourinchas, P.-O. ; Valdes, R. ; Landerretche, O. Lending Booms: Latin America and the World. 2001 NBER Working Papers 8249, National Bureau of Economic Research:
- Hand, D. Evaluating diagnostic tests: the area under the ROC curve and the balance of errors. 2010 Stat. Med.. 29 1502-1510
Paper not yet in RePEc: Add citation now
- Hand, D. Measuring classifier performance: a coherent alternative to the area under the ROC curve. 2009 Mach. Learn.. 77 103-123
Paper not yet in RePEc: Add citation now
- He, H. ; Garcia, E. Learning from imbalanced data. 2009 IEEE Trans. Knowl. Data Eng.. 21 1263-1284
Paper not yet in RePEc: Add citation now
Herrera, H. ; Ordoñez, G. ; Trebesch, C. Political booms, financial crises. 2020 J. Political Econ.. 128 507-543
Hodrick, R. ; Prescott, E. Postwar U.S. Business Cycles: An Empirical Investigation. 1997 J. Money Credit Bank.. 29 1-16
- Hohl, S. ; Sison, M. ; Sastny, T. ; Zamil, R. The Basel framework in 100 jurisdictions: Implementation status and proportionality practices. 2018 FSI Insights on policy implementation 11, Financial Stability Institute of the Bank for International Settlements:
Paper not yet in RePEc: Add citation now
Jones, E. ; Zeitz, A.O. The limits of globalizing Basel banking standards. 2017 J. Financ. Regul.. 3 89-124
Kaiser, R. ; Maravall, A. Estimation of the business cycle: A modified Hodrick-Prescott filter. 1999 SpanEconRev. 1 175-206
- Kaiser, R. ; Maravall, A. Measuring Business Cycles in Economic Time Series. 2001 Springer-Verlag: New York
Paper not yet in RePEc: Add citation now
Laeven, L. ; Valencia, F. Systemic Banking Crises Revisited. 2018 IMF Working Papers 18/206, International Monetary Fund:
Marchettini, D. ; Maino, R. Systemic risk assessment in low income countries: Balancing financial stability and development. 2015 IMF Working Papers 2015/190, International Monetary Fund:
Mendoza, E. ; Terrones, M. An anatomy of credits booms and their demise. 2012 J. Econ. Chilena (Chilean Econ.). 15 04-32
Mendoza, E.G. ; Terrones, M.E. An Anatomy Of Credit Booms: Evidence From Macro Aggregates And Micro Data. 2008 NBER Working Papers 14049, National Bureau of Economic Research:
Meng, C. ; Gonzalez, R.L. Credit booms in developing countries: Are they different from those in advanced and emerging market countries?. 2017 Open Econ. Rev.. 28 547-579
Reinhart, C. This Time is Different Chartbook: Country Histories on Debt, Default, and Financial Crises. 2010 Working Paper 15815, National Bureau of Economic Research:
Saito, T. ; Rehmsmeier, M. The precision-recall plot is more informative than the ROC plot when evaluating binary classifiers on imbalanced datasets. 2015 PLoS One. 10 1-21
Saldarriaga, M.A. Credit Booms in Commodity Exporters. 2018 Working Papers 2018-008, Banco Central De Reserva Del Peru:
Tjur, T. Coefficients of determination in logistic regression models - a new proposal: the coefficient of discrimination. 2009 Am. Stat.. 63 366-372