Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth-Reference-Cited by-同舟云学术

Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth

Published:2017-10 Issue:4 Volume:33 Page:1007-1024
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Gonzalez Rodrigo Barbone,Marinho Leonardo Sousa Gomes,Lima Joaquim Ignacio Alves de Vasconcellos e

Publisher

Elsevier BV

Subject

Business and International Management

Reference43 articles.

1. Afanasieff, T., Carvalho, F., Castro, E., Coelho, R., & Gregório, J. (2015). Implementing loan-to-value ratios: the case of auto loans in Brazil (2010–2011). WP Series 380, Central Bank of Brazil, March.

2. Banco Central Do Brasil - BCB, (2015). Financial stability report. March.

3. Basel Committee On Banking Supervision (BCBS) (2010a). Countercyclical capital buffer proposal. July.

4. Basel Committee On Banking Supervision (BCBS) (2010b). Guidance for national authorities operating the countercyclical capital buffer. December. Paper 187.

5. Boissay, F., Calvo-Gonzalez, O., & Kozluk, T. (2006). Is lending in Central and Eastern Europe developing too fast? Financial development, integration and stability: evidence from Central, Eastern and South-Eastern Europe, 229.

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimizing composite early warning indicators;The North American Journal of Economics and Finance;2024-09

2. Credit behavior and financial stability in an emerging economy;Economic Systems;2022-08

3. Modelled approximations to the ideal filter with application to GDP and its components;The Annals of Applied Statistics;2022-06-01

4. Forecasting purchase rates of new products introduced in existing categories;Journal of Marketing Analytics;2022-05-26

5. Estimating the Financial Cycle Under Limited Data Availability: Alternative Methods;Managing Risk and Decision Making in Times of Economic Distress, Part B;2022-03-28