Elena Afanasyeva | Yes, they can. I propose a new method to detect credit booms and busts from multivariate systems — monetary Bayesian vector autoregressions. When observed credit is systematically…
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Saturday, June 13, 2020
FEDS 2020-045: Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap
Elena Afanasyeva | Yes, they can. I propose a new method to detect credit booms and busts from multivariate systems — monetary Bayesian vector autoregressions. When observed credit is systematically…
Read More
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