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
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978-952-462-753-5
- Language
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Englisch
- Bibliographic citation
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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
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early warning indicators
asset prices
emerging markets
- Event
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Geistige Schöpfung
- (who)
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Ponomarenko, Alexey
- Event
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Veröffentlichung
- (who)
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Bank of Finland, Institute for Economies in Transition (BOFIT)
- (where)
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Helsinki
- (when)
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2012
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Ponomarenko, Alexey
- Bank of Finland, Institute for Economies in Transition (BOFIT)
Time of origin
- 2012
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