Fiona A. Paine

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

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Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs

Number of pages: 39 Posted: 06 Feb 2019 Last Revised: 22 Dec 2020
Daniel O. Beltran, Mohammad R. Jahan-Parvar and Fiona A. Paine
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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Abstract:

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Credit, Credit Gap, Optimization, Predictive Power, Robustness, Trend-Cycle Decomposition