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Mathias Drehmann 2018 - Central bank research hub

Papers by year: All | 2019 | 2018 | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008

The financial cycle and recession risk

by Dora Xia , Claudio Borio and Mathias Drehmann

Bank for International Settlements BIS Quarterly Review (Paper: 1812g, 01.12.2018)

JEL: C33, E37, E44
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps

by James Yetman and Mathias Drehmann

Bank for International Settlements BIS Working Papers (Paper: 744, 01.09.2018)

Abstract

JEL: E44, G01
Going with the flows : New borrowing, debt service and the transmission of credit booms

by Mikael Juselius , Anton Korinek and Mathias Drehmann

Bank of Finland Research Discussion Papers (Paper: 10/2018, 24.04.2018)

JEL: D14, E17, E44, G01
Early warning indicators of banking crises: expanding the family

by Iñaki Aldasoro , Claudio Borio and Mathias Drehmann

Bank for International Settlements BIS Quarterly Review (Paper: 1803e, 01.03.2018)

JEL: E37, E44, F34, G21
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