Arbeitspapier
Early warning indicators of asset price boom/bust cycles in emerging markets
We apply recently developed early warning indicators systems to a cross-section of emerging markets. We find that, with little or no modification, models designed to predict asset price booms/busts in advanced countries may be useful for emerging markets. The concept of monitoring a set of asset prices, real activity (especially investment) and financial (especially credit) indicators is generally found to be efficacious.
- ISBN
-
978-952-462-753-5
- Sprache
-
Englisch
- Erschienen in
-
Series: BOFIT Discussion Papers ; No. 22/2012
- Klassifikation
-
Wirtschaft
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications
Financial Markets and the Macroeconomy
Money Supply; Credit; Money Multipliers
- Thema
-
early warning indicators
asset prices
emerging markets
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Ponomarenko, Alexey
- Ereignis
-
Veröffentlichung
- (wer)
-
Bank of Finland, Institute for Economies in Transition (BOFIT)
- (wo)
-
Helsinki
- (wann)
-
2012
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Ponomarenko, Alexey
- Bank of Finland, Institute for Economies in Transition (BOFIT)
Entstanden
- 2012
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