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
Language
Englisch

Bibliographic citation
Series: BOFIT Discussion Papers ; No. 22/2012

Classification
Wirtschaft
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications
Financial Markets and the Macroeconomy
Money Supply; Credit; Money Multipliers
Subject
early warning indicators
asset prices
emerging markets

Event
Geistige Schöpfung
(who)
Ponomarenko, Alexey
Event
Veröffentlichung
(who)
Bank of Finland, Institute for Economies in Transition (BOFIT)
(where)
Helsinki
(when)
2012

Handle
Last update
10.03.2025, 11:43 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Ponomarenko, Alexey
  • Bank of Finland, Institute for Economies in Transition (BOFIT)

Time of origin

  • 2012

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